PROBABILITY

Meets Wednesdays, 2--3 PM in Parker 356

Regular speakers and their areas of interest:


Olav Kallenberg: random measures and measure-valued processes, probabilistic and  invariance principles

Ming Liao: stochastic processes in Lie groups

Erkan Nane: fractional diffusions and iterated processes

Jurek Szulga

January 25, 2012

Speaker: Sure Mataramvura (University of Cape Town, South Africa)
Title: Valuation of inflation-linked annuities in a Levy market

Abstract available here