2009: Workshop on Long-Range Dependence: from Fractional Calculus to Financial Applications
September 7-11, 2009
Kiev National Taras Shevchenko University
The workshop is devoted to stochastic analysis of models with long-range dependence and their applications in financial mathematics.
The target audience includes specialists in financial mathematics, and to specialists in stochastic processes, who want to learn more about financial applications.
Workshop will consist of plenary and contributed talks by its participants, 30-45 minutes each. Besides, a short (4,5 hours) introductory course on rough path integration will be given by Antoine Lejay.