ὅδε οἶκος, ὦ ἑταῖρε, μνημεῖον ἐστιν ζῴων τῶν σοφῶν ἀνδρῶν, καὶ τῶν ἔργων αὐτῶν

Seminar on Stohastics

 

PROGRAM


SEMINAR IZ STOHASTIKE
Matematicki institut SANU
Kneza Mihaila 35/1

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