Activities

WORKSHOP ON
STOCHASTIC CALCULUS
December 25-26, 2004

CASM is organizing this workshop with the view to broaden the research interests of young mathematicians by providing an opportunity to discuss recent developments in stochastic calculus and to assess future directions. All interested are invited to register, preferably before Dec 23, 2004. Registration is free and participation is by invitation only. For further information Contact at: Secretary, Workshop on Stochastic Calculus  (e-mail: kashifi@lums.edu.pk)

 Topic to be covered:

·       Brownian motion,

·       p-variation,

·       stochastic Riemann-Stieltjes integral,

·       Ito integral,

·       stochastic differential equations,

·       applications to PDEs and finance
 

Detail Programme of Workshop on Stochastic Calculus