| 08:30-09:00 | Registration |
| 09:10-09:20 | Welcome |
| 09:20-10:00 | Jan Rosinski: An Isomorphism theorem for infinitely divisible processes and related topics |
| 10:00-10:40 | Victor Rivero: Exponential functionals of Lévy and Markov additive Lévy processes |
| 10:40-11:10 | Coffee break |
| 11:10-11:50 | Makoto Maejima: The dichotomy of recurrence and transience of semi-Lévy processes |
| 11:50-12:30 | Alexander Lindner: Exchangeability and infinite divisibility |
| 12:30-14:00 | Lunch |
| 14:00-14:40 | Michael Sørensen: Sand, wind and stochastics |
| 14:40-15:20 | Jürgen Schmiegel: Modelling turbulent time series |
| 15:20-15:50 | Coffee break |
| 15:50-16:30 | Björn Birnir: The probability density function of turbulence |
| 16:30-17:10 | Klaus Mølmer: Quantum measurements – spooky action in the past |
| 17:30 | Reception at Vandrehallen |
| 10:00-10:40 | Jean Jacod: Colored microstructure noise, irregular sampling, and estimation of integrated volatility |
| 10:40-11:10 | Coffee break |
| 11:10-11:50 | Alessandra Luati: Generalised partial autocorrelations and the mutual information between past and future |
| 12:30-14:00 | Lunch |
| 14:00-14:40 | Jean Bertoin: Growth-fragmentation processes |
| 14:40-15:20 | Thorsten Rheinländer: Brownian trading excursions |
| 15:20-15:50 | Coffee break |
| 15:50-16:30 | Victor Pérez-Abreu: On the process of the eigenvalues of a Hermitian Lévy process |
| 16:30-17:10 | Ed Waymire: Continuity of local time: An applied perspective |
| 17:30 | Poster Session + Wine & Cheese Reception (Vandrehallen) |
| 09:00-09:40 | Bernt Øksendal: White noise, Hida-Malliavin calculus and optimal control with inside information |
| 09:40-10:20 | Giulia di Nunno: Convex price systems: No-good-deal bounds and risk indifference |
| 10:20-10:50 | Coffee break |
| 10:50-11:30 | Mark Davis: Prequential elicitability |
| 11:30-12:10 | José Manuel Corcuera: Pricing CoCos with a market trigger |
| 12:10-12:50 | Mathieu Rosenbaum: Volatility is rough |
| 12:50-14:30 | Lunch |
| 15:00 | Excursion |
| 09:20-10:00 | Søren Asmussen: Markov renewal methods in restart problems in complex systems |
| 10:00-10:40 | Gérard Letac: Associated natural exponential families and elliptic functions |
| 10:40-11:10 | Coffee break |
| 11:10-11:50 | Albert Shiryaev: Optimal stopping problems for Brownian motion with drift and disorder |
| 11:50-12:30 | Søren Johansen: Asymptotic theory of M-estimators for multiple linear regression in time series |
| 12:30-14:00 | Lunch |
| 14:00-14:40 | Peter Reinhard Hansen: A Markov chain estimator of multivariate volatility from high frequency data |
| 14:40-15:20 | Neil Shephard: Continuous time analysis of fleeting discrete price moves |
| 19:00 | Conference dinner |
| 09:20-10:00 | Per Mykland: Assessment of uncertainty in high frequency data: The observed asymptotic variance |
| 10:00-10:40 | Peter Tankov: Asymptotic indifference pricing in exponential Lévy models |
| 10:40-11:10 | Coffee break |
| 11:10-11:50 | Andreas Basse-O'Connor: Limit theorems for stationary increments Lévy driven moving average processes |
| 11:50-12:30 | Mikko Pakkanen: Conditional full support for multivariate Lévy-driven moving averages |
| 12:30-14:00 | Lunch |
| 14:00-14:40 | Fred Espen Benth: Representation of ambit fields |
| 14:40-15:20 | Eva Vedel Jensen: Lévy based modelling in stochastic geometry |
| 15:20 | Closing |
