[Sem-coll] Seminars & Colloquium 10/22-10/26

Joe Millham jmillham at iit.edu
Mon Oct 22 11:56:57 CDT 2007


Greetings Everyone:
This is a reminder and update of the Seminar & Colloquium scheduled for this
week, 0ct 22 - 26.  

Please join us for the following colloquia & seminars.  Refreshments are
served 10-15 minutes before the lectures are scheduled to begin.   

----------------------------------------------

Monday, October 22, 2007 @ 4:40pm, E1 Room 106 Monique Jeanblanc, Universiti
d'Evry Val d'Essone "Initial times, enlargement of filtration and credit
risk"
See abstract below
---------------------------------------------

Thursday, October 26, 2007 @ 4:40pm, E1 Room 122 Philip Calabrese, of Data
Synthesis and alumnus of IIT's Math Dept.  
See abstract below
---------------------------------------------

---------------------------------------------

See you there!!


Monday, October 22, 2007 @ 4:40pm, E1 Room 106 Monique Jeanblanc, Universiti
d'Evry Val d'Essone "Initial times, enlargement of filtration and credit
risk"
Abstract:
We study progressive enlargement with initial times, i.e., times which
satisfy $H^\prime$ hypothesis of Jacod for initial enlargement. We give the
semi-martingale representation in the enlarged filtration for martingales in
the reference filtration. We present some examples, and we apply this tool
for credit risk models.

Thursday, October 26, 2007 @ 4:40pm, E1 Room 122 Philip Calabrese, of Data
Synthesis and alumnus of IIT's Math Dept.  
Abstract:
I will start with a brief account of my positions and how I was earning a
living while I was doing basic mathematical research on my own that was
eventually supported by the US Navy. In about 20 "slides" I will also go
over my mathematical work and its applications.



Joe Millham
Administrative Assistant
Applied Mathematics Department
312.567.8984
jmillham at iit.edu 




More information about the seminar-coll mailing list