Posters

Haidar Al-Talibi (Linnæus University)

joint work with Astrid Hilbert

Differentiable approximation of diffusion equations by stochastic Newton equations with fractional Brownian motion

We study the scaling limit of Fractional Ornstein-Uhlenbeck process with  drift when the constant in front of the noise and the drift tends to infinity. The Gaussian nature of Ornstein-Uhlenbeck processes driven by Fractional Brownian motion is exploited. Girsanov theorem for Fractional Brownian motion is also used in order to show weak convergence when including nonlinear drift.


Claude Bélisle (Université Laval, Québec)

On the polygon generated by n random points on a circle

Astrid Hilbert (Linnæus University)

joint work with Sigurd Assing (Warwick University)

On a singular degenerate stochastic system

Dominik Kortschak (University of Lausanne)

joint work with Enkelejd Hashorva

Efficient simulation of ruin probabilities for sums of log-ellpitical risks

Jan Palczewski (University of Warsaw)

joint work with Krzysztof Lautszynski and Gareth O. Roberts (Warwick University)

Exact inference for a Markov switching diffusion model with discretely observed data