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300 lat po publikacji Ars Conjectandi Jakuba Bernoullego.

Dokument nr 5

First German-Polish Joint Conference on Probability and Mathematical Statistics

Toruń, 6-9 czerwca 2013 roku Program

6 June2013 Plenary Lecture I

• Sara van de Geer

Estimation and testing in high dimensions: a panorama Session Talks I

IPS 5: Applied Mathematical Finance

Session’s organizers: Jacek Jakubowski, Thorsten Schmidt

• Mariusz Niewęgłowski

Local risk minimization fordividend streams, BSDE approach

• Michał Barski

Monotone CDO term structure models

• Rudiger Kiesel

Model risk for energy markets

IPS 20: Soatial Stochastic Modeling Session’s organizers: Rafał Kulik, Volker Schmidt

• Henryk Adrian, Kurt Wiencek

Stochastic model for austenite grain chords in structural steels

• Stephan Huckemann

Stochastic spatio-temporal deconvolution for sparse image sequences underdńft

• Gerd Gaiselmann

Stochastic 3D modeling of fiber-based mateńals by means of multivańate time senes

• Michael Scheuerer

Stochastic models for spatial dependence structures of precipitation fields

• Donata Publinskaite

Aggregation of autoregressive random fields and anisotropic long memory [contributed talk]

CPS 1: Conyergence Rates for Markoy Processes Session’s organizers: Błażej Miasojedow, Daniel Rudolf

. Andreas E berle

Couplings and Wasserstein contracMy of diffusion processes revisited

• Robert Patterson

Convergence of stochastic numerical methods for coagulation and advection

• Mario Ullrich

Compańson ofMarkov chains for sampling in convex sets

• Krzysztof Łatuszyński

Variance bounding and geometńc ergodicity ofMarkov chain Monte Carlo kemels for approximate Bayesian computation