The Erwin Schroedinger Institute is organising a one-week conference on the classification of stochastic filtrations (decreasing families of sigma-algebra in probability spaces).
 
 

Organizers:	Walter Schachermayer (walter.schachermayer@nelly.mat.univie.ac.at)
	Klaus Schmidt (klaus.schmidt@univie.ac.at)

The conference will start on Monday, 30th November and end on Friday, 4th December 1998. All lectures take place in the ESI lecture room.
 
 

Monday, November 30:
 

14:00 - 15:00	A. Vershik	Theory of  the families of the measurable partitions as geometric measure theory
16:00 - 17:00	B. Tsirelson	The five noises

Tuesday, December 1:
 

10:00 - 11:00	M. Emery	Pure martingales and the chaotic representation property -- is there a link?
14:00 - 15:00	J. Kallsen	A stochastic differential equation with a unique - up to indistinguishbility - but not strong solution
16:00 - 17:00	TBA

Wednesday, December 2:
 

10:00 - 11:00	M. Smorodinsky	Sufficient conditions for reverse filtration to admit standard extension
14:00 - 15:00	J. Warren	The noise made by the Poisson snake
15:00 - 16:00	V. Kaimanovich	TBA

Thursday, December 3:
 

10:00 - 11:00	W. Schachermayer	Brownian filtrations are not stable under equivalent time changes
14:00 - 15:00	M. Yor	On certain subfiltrations of the Brownian filtration
16:00 - 17:00	M. Malric	Spider-martingales in the filtration of Walsh's Brownian motion

Friday, December 4:
 
 

10:00 - 11:00	TBA
14:00 - 15:00	TBA