Monday 15 June

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

Tuesday 16 June

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)

Wednesday 17 June

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

Mathieu Rosenbaum: Volatility is rough

12:50-14:30 Lunch
15:00 Excursion

Thursday 18 June

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

Friday 19 June

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