Partner:
Universität Wuppertal Lehrstuhl Stochastik, Trento University

Project:
In this summer school we give a basic formation of methods to analyze stochastic stability properties of stochastic processes in finite and infinite dimension obtained from S(P)DEs. Although these methods will be provided in full generality, we also discuss applications in Finance (e.g. term-structure models or the HJMM-equation). We want young researchers to become confident with well-known, but more importantly, also new methods for the study of (stochastic) stability properties coming from Stochastic Analysis and Functional Analysis. In this regard we have planed to following courses:

Organizers at Bergische Universität Wuppertal:
Dr. M. Friesen, Prof. Dr. B. Farkas, Prof. Dr. B. Rüdiger

Organizers at Trento University
Prof. Dr. S. Bonaccorsi

December 07 -- 18, 2020