Workshop on Stochastic Processes

Tuesday 22 - Wednesday 23 April, 2014

Department of Mathematics, Aarhus University


Tuesday 10:00-12:00 – Building 1514, room 116

Tuesday 14:00-17:00 – Building 1531, room 219 (Aud. D4)

Wednesday 10:30-12:00 – Building 1531, room 211 (Koll. D)


Tuesday 22 April:

10:00-10:45 José Manuel Corcuera: Some applications of Malliavin Calculus in inference

10:45-11:30 Michael Sørensen: Multivariate diffusion bridge simulation

11:30-12:00 Orimar Sauri: On the class of marginal distributions of a Lévy semistationary process with a gamma kernel

12:00-14:00 Lunch

14:00-14:30 Mikko Pakkanen: Functional limit theorems for generalized variations of the fractional Brownian sheet

14:30-15:00 Emil Hedevang: Fully spatial modelling of turbulence and problems related to the energy dissipation and volatility modulation

15:00-15:30 Coffee/tea

15:30-16:00 Andreas Basse-O'Connor: On infinitely divisible semimartingales

16:00-16:30 Mark Podolskij: Infill asymptotics for Levy moving average processes

19:00 Dinner

Wednesday 23 April:

10:30-11:15 Donatas Surgailis: Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes

11:15-12:00 Carsten Chong: Stochastic Volterra equations driven by Lévy noise


To read the abstracts, please click on the speaker's name.


Mark Podolskij, Department of Mathematics, Aarhus University, e-mail


If you would like to participate in the workshop, please contact Oddbjørg Wethelund,