Centre International de Mathématiques Pures et Appliquées



Ministère Enseignement Supérieur et Recherche, France UNESCO
Universitè de Montpellier UNS
Norwegian Ministry of Education and Research

Accueil > Écoles de recherche > Ecoles de recherche 2015 > Liste chronologique des écoles de recherche 2015 > Stochastic Analysis and its Applications Mongolia 2015

Stochastic Analysis and its Applications Mongolia 2015

English Version

CIMPA-MONGOLIA research school

School of Mathematics and Computer Science at the National University of Mongolia, Ulaanbaatar, July 27-August 7, 2015

Report by Andreas Kyprianou

Report by Christian Mauduit

Stochastic Processes and Applications Mongolia 2015 will be hosted by the School of Mathematics and Computer Science at the National University of Mongolia. Situated in the capital city Ulan Bator, this event takes place at the very heart of Asia and is open to all. The two-week research school will look at classical and contemporary topics from the theory of stochastic analysis with applications. These include : stochastic calculus with applications to optimisation ; fragmentation, coalescence and combinatorial stochastic processes with applications to mining, biology and genetics ; Lévy processes and their applications to applied probability models ; modern financial and insurance mathematics.

Administrative and scientific coordinators

- Tsogolgmaa Saizmaa (National University of Mongolia) tsogzolmaa@num.edu.mn
- Jean Bertoin (University of Zurich) jean.bertoin@math.uzh.ch

Scientific Committee

  • Amaury Lambert (Paris VI and College de France)
  • Christina Goldschmidt (Oxford, UK)
  • Andreas Kyprianou (Bath, UK)
  • Lea Popovic (Concordia, Canada)
  • Bayarmagnai Gombodorj (NUM, Ulan Bator)

Organizing Committee :

  • Bayarmagnai Gombodorj (NUM, Ulan Bator)
  • Sarantuya Tsedendamba (MUST, Ulan Bator)
  • Tsogolgmaa Saizmaa (NUM, Ulan Bator)
  • Uuganbaatar Ninjbat (NUM, Ulan Bator)
  • Selenge Tsend-Ayush (NUM, Ulan Bator)
  • Barsbold Bazarragchaa (NUM, Ulan Bator)

Scientifc Program

Four mini-courses, given by leading academics, will occupy the first week. The second week is dedicated to a research symposium embedded in which will be specialist topic lectures from a further six international experts. The fusion of these two weeks will facilitate the emergence of new collaborations

The minicourses will focus on four main themes :

  1. Introductory stochastic calculus and applications (8 hrs)
  2. Fragmentation-­‐coalescence models and applications in mining and biology (6hrs)
  3. Introductory models in mathematical finance (6hrs)
  4. Optimal control theory (6hrs)

These courses will be taught by world leading experts in the field.

  1. Prof. Maria-­‐Emilia Caballero (UNAM, Mexico).
  2. Prof. Jean Bertoin (Zurich, Switzerland),
  3. Prof. Ernst Eberlein (Freiburg, Germany)
  4. Prof. Bernt Oksendal (Oslo, Norway).

Around these four main courses will be placed a sequence of topic lectures (2hrs each given by experts : Amaury Lambert, Erik Baurdoux, Juan Carlos Pardo, Andreas Kyprianou, Christina Goldschmidt and Lea Popovic) and additional contributed seminars (16hrs in total) given by younger academic and industrial colleagues in Mongolia and surrounding countries.

Deadline for registration :

May 10, 2015

Application procedure only for applicants not from Mongolia

Applicants from Mongolia must contact local organizer : Tsogolgmaa Saizmaa (National University of Mongolia) tsogzolmaa@num.edu.mn

Voir en ligne : Local web site