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9th German Open Conference on Probability and Statistics

Overview Session Overview Sessionprint print
Stochastic Analysis
1 A FRACTIONAL FILTERING PROBLEM
Wilfried Grecksch 1
1 Martin-Luther-University, Mathematics, Halle(Saale)

2 Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus.
Peter Parczewski 1
1 Saarland University, Department of Mathematics, Saarbrücken

3 Jump-diffusions in Hilbert spaces: Existence, stability and numerics
Stefan Tappe 1 , Damir Filipović 2 , Josef Teichmann 1
1 ETH Zürich, Department of Mathematics, Zürich
2 Vienna Institute of Finance, , Vienna

4 JUMP PROCESSES ON RANDOM FRACTALS
Michael Hinz 1
1 Friedrich-Schiller-Universität Jena, Math. Institut, Jena