PLAN RADA SEMINARA ZA NOVEMBAR 2004.

Cetvrtak, 11. novembar u 12 h.
Profesor Zoran R. Pop-Stojanovic (Department of Mathematics, University of Florida, Gainesville, FL 32611)
Linear Stochastic Filtering

Bucy-Kalman Filtering Theory will be presented, when both, the system evolution, and its observations, are given by SDEs.

Petak, 12. novembar u 12 h.
Profesor Zoran R. Pop-Stojanovic (Department of Mathematics, University of Florida, Gainesville, FL 32611)
Building Portfolios via SDEs

The methods from the SDEs will be presented which are used for building investment portfolios in complete markets.

Slobodanka Jankovic i Svetlana Jankovic
rukovodioci seminara