| Tuesday, 21 May 2013 |
| FRIAS, Albertstrasse 19, Freiburg |
| 08:30–09:20 |
Registration |
| 09:20–09:30 |
Welcome |
| Chair: Ernst Eberlein |
| 09:30–10:30 |
Freddy Delbaen
Zürich |
Risk Measures: It Started with Bernoulli |
| 10:30–11:00 |
Coffee Break |
|
| 11:00–12:00 |
Dilip Madan
Maryland |
Two Price Lévy Driven Economies |
| 12:00–14:00 |
Lunch Break |
|
| Chair: Michel Emery |
| 14:00–15:00 |
Albert Shiryaev
Moscow |
Kolmogorov, the Russian School of Probability and their Impact on the Science of Probability |
| 15:00–15:30 |
Coffee Break |
|
| 15:30–16:30 |
Marc Yor
Paris |
Brownian Motion: A Key Object in Stochastic Analysis |
| 16:30–17:30 |
Marek Rutkowski
Sydney |
Arbitrage Pricing under Multiple Interest Rates |
| 17:30–19:30 |
Welcome Reception at FRIAS |
| |
| Wednesday, 22 May 2013 |
| FRIAS, Albertstrasse 19, Freiburg |
| 08:30–09:30 |
Registration |
| Chair: Peter Pfaffelhuber |
| 09:30–10:30 |
David Siegmund
Stanford |
Detecting Local Signals in Genomic Analysis |
| 10:30–11:00 |
Coffee Break |
|
| 11:00–12:00 |
Alison Etheridge
Oxford |
Modelling Evolution |
| 12:00–14:00 |
Lunch Break |
|
| Chair: Hans Rudolf Lerche |
| 14:00–15:00 |
Niels Keiding
Copenhagen |
Standardization and Control for Confounding in Observational Studies: A Historical Perspective |
| 15:00–15:30 |
Coffee Break |
|
| 15:30–16:30 |
Aad van der Vaart
Leiden |
Modern Bayesian Analysis |
| 16:30–17:30 |
Michael Sørensen
Copenhagen |
Statistics for Stochastic Differential Equations – Past and Present |
| |
| Thursday, 23 May 2013 |
| Alte Aula, Naturhistorisches Museum, Augustinergasse 2, Basel |
| 10:00–10:10 |
Welcome |
| Chair: Hanspeter Kraft |
| 10:10–10:50 |
Fritz Nagel
Basel |
The Unknown Jacob Bernoulli: Non-mathematical Activities of a Mathematician |
| 11:00–11:40 |
Martin Mattmüller
Basel |
Jacob Bernoulli's Stochastics: An Unexpected Conception, a Long Gestation and a Hard Delivery |
| 11:50–12:30 |
Ivo Schneider
München |
Jakob Bernoulli's Ars Conjectandi as a Turning Point in the Development of a Calculus of Games of Chance to a Calculus of Probabilities |
| 12:30–14:00 |
Lunch Break |
|
| Chair: Nicole Bäuerle |
| 14:00–15:00 |
Chris Rogers
Cambridge |
Eighty Years of Stochastic Analysis - What Remains? |
| 15:00–16:00 |
Jean Jacod
Paris |
Lévy, Itô, Doob, Meyer and Beyond: Birth and Development of Semimartingales |
| 16:15 |
Visit of the Epitaph of Jacob Bernoulli in the cloister of the cathedral and of an exposition of historical documents in the library of the University |
| |
| Friday, 24 May 2013 |
| FRIAS, Albertstrasse 19, Freiburg |
| 08:30–09:30 |
Registration |
| Chair: Karl-Theodor Eisele |
| 09:30–10:30 |
Shige Peng
Beijing |
Bernoulli Trials and Brownian Motion under Knightian
Uncertainty and Martingale Formulation of Nonlinear Path-PDE |
| 10:30–11:00 |
Coffee Break |
|
| 11:00–12:00 |
Eckhard Platen
Sydney |
Stochastic Differential Equations and their Numerical Treatment |
| 12:00–14:00 |
Lunch Break |
|
| Chair: Ludger Rüschendorf |
| 14:00–15:00 |
Nakahiro Yoshida
Tokyo |
Statistics for Stochastic Differential Equations and Asymptotic Methods |
| 15:00–15:30 |
Coffee Break |
|
| 15:30–16:30 |
Tom Kurtz
Madison |
Diffusion Approximations for Markov Processes with Multiple Time Scales |
| 16:30–17:30 |
M'hamed Eddahbi
Marrakech |
State of the Art of Stochastic Analysis in Morocco |
| 17:30–17:40 |
Closing |
