Leverhulme International Network:

 

Numerical and analytical solution of stochastic delay differential equations

 

31st August to 3rd September 2010

 

University of Chester

 

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Featured Speakers

 

 

The following speakers have provisionally accepted our invitation for presenting the main feature lectures.

  • Xuerong Mao, Department of Statistics and Modelling Science, University of Strathclyde, Glasgow, UK.

    Title: Almost sure exponential stability of numerical solutions for SDDEs

 

  • Evelyn Buckwar, Department of Mathematics, Heriot-Watt University, Edinburgh, UK                          

 

             Title: Asymptotic mean-square stability analysis for a stochastic model of 

           human immune response

 

 

          Title: Solutions of SPDEs with applications in porous media

 

          Title: Cylindrical Wiener Processes  

 

  • Leonid Shaikhet, Donetsk State University of Management, Donetsk, Ukraine          

Title: About some unsolved problems of stability theory for stochastic hereditary systems

 

Title: Applications of SDDEs in Option Pricing

 

  • Chenggui Yuan, University of Wales, Swansea, UK                                                      Title: The minimal entropy Martingale measures for geometric levy delay models

  • John Appleby, School of Mathematical Sciences, Dublin City University, Ireland                                                       

          Title: Characterisation of stability in solutions of finite dimensional linear and affine

          stochastic volterra equation

 

  •  Uwe Kuechler, Department of Mathematics, Humboldt University at Berlin, Germany

                                                  

          Title: On bilateral Gamma processes with applications to mathematical finance 

 

 

 

 

 

 

 

 

 

 

 

 

 
 

Contact Information

 

For Scientific Information:

 

Professor Neville Ford

Tel: +44 (0) 1244 513356 

Email: njford@chester.ac.uk

 

 

For General Information:

 

Nicola Williams

Tel: +44 (0) 1244 511053

Email: nicola.williams@chester.ac.uk