9: Lecture in the Studium Generale series on Infinity, TU Delft, title: "Oneindig in de wiskunde", 20:15-21:15h. 3-27: visit to Anke Kalauch (TU Dresden). 8: Joris Bierkens participated in the workshop Harmonic Analysis and Evolution Equations, GNAMPA, in Parma, Italy. 7: lecture in the General mathematics colloquium at the Radboud University in Nijmegen, title "Periods of nonexpansive maps on finite dimensional normed spaces", 11:00-12:00h. 1-04/4: Igor Stojkovic participated in the Workshop Aspects of Optimal Transport in Geometry and Calculus of Variations at the University of California in Los Angeles, CA, USA. 3: lecture in Analysis seminar at Leiden University, title "Periods of nonexpansive maps on finite dimensional normed spaces", 13:00-14:00h. 7: lecture in the Analysis Colloquium of the TU Delft, title "Stochastic integration in Banach spaces relative to Levy processes", 16:00-17:00h. 2-29: visit of Markus Riedle (University of Manchester). 7: visit to Bas Lemmens (University of Warwick). Zegarlinski at Imperial College, London, and gave a lecture on Friday 6 June. Summer Course Nonlinear partial differential equations and applications in Cetraro (Cosenza), Italy. 2-28: Igor Stojkovic attended the C.I.M.E. 2-29: visit to Markus Riedle (University of Manchester). 9: Ton van Boxtel has defended his Master thesis A Banach Space-Valued Stochastic Integral with respect to a Jump Process. 8-10/04: visit of Anke Kalauch (TU Dresden). He continues his research as Postdoctoral researcher at the Technische Universitaet Berlin. 1: last working day of Abdelhadi Es-Sarhir on the VIDI project. 4: lecture by Igor Stojkovic in the AiO Seminar Mathematics at the University of Amsterdam, title "Gradient flows on metric spaces, and the Wasserstein space of probability measures", 16:00-17:00h. 3-20: visit to Anke Kalauch (TU Dresden) ![]() 8: special Christmas lecture in the Oberseminar Analysis at the TU Dresden, title "Stationary solutions of stochastic delay differential equations", 14:50-16:00h. We wish to apply state-of-the-art theory of (infinite dimensional) jump-diffusion models to reliable and efficient scenario testing of bond portfolios. from Rabobank in his project "Jump-diffusion theory for scenario evaluation of bond portfolios". ![]() Since October 2007, I collaborate with Dirard Mikdad M.Sc. Participation in "Jump-diffusion theory for scenario evaluation of bond portfolios" The research will be based on isometric structures rather than monotonicity assumptions. The spaces in which only relatively small periods are possible. It is theĪim to clarify this relationship and in particular to describe Relationship between the periods of a nonexpansive dynamical systemĪnd the geometric structure of its state space. Questions about periodicity arize, for instance, inĭiscrete event systems and Boolean networks, which are, for example, used The second type of stationary behavior that will be studied is ![]() Thus the project will provide tools to analyze, for instance, the dynamics of structured population models. The project aims to provide powerful new methods to analyze also other classes of equations (such as equations with delayed feedback), more general noise processes, and more general nonlinearities. The research will build upon the functional analytic approach for semilinear stochastic parabolic equations. The powerful functional analytic method for deterministic equations will be combined with the latest developments in stochastic integration to develop a theory for evolution equations perturbed by stochastic noise. Project focusses on two types of stationary behavior.ĭistributions for stochastic evolution equations. Settled? How will the stationary behavior then be? Does theīehavior become stationary when the exterior forces have It is often an important question how such anĮvolutionary system will behave in the long run. In many instances there is an influence of noise that cannot be neglected. It is a fact of life that many dynamic phenomena in physics,Įngineering, economics, finance, biology, life sciences, and other areasĬan adequately be modelled by differential or differenceĮquations. It started 1 January 2006 and will end on 31 December 2010. Organisation for Scientific Research (NWO). The project is supported by the Netherlands Vidi project Stationary dynamics in infinite dimensions Vidi project "Stationary dynamics in infinite dimensions" home page
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