Random processes and fields and financial application

A five days probability workshop will be held at the Mathematical Department of the University of Bologna, from September 9 to September 13, 2002. In addition to the workshop, on Saturday September the 7th, 2002, Prof.Tomas Björk will give the following lectures: 11 a.m. "Parameter Estimation, Reverse Martingales, and Inverse Boundary Value Problems" 15 p.m. "Interest Rate Theory: An overview" During the workshop, there will be two cycles of lectures by Prof.D.Ioffe and Prof.Bernt Øksendal on the following topics: D.Ioffe  "Fluctuations of Random Interfaces" B.Øksendal  "Stochastic calculus with fractional Brownian motion and applications" The workshop is organized in the framework of the research projects MURST "Stochastic processes, stochastic calculus and applications" (1999-2001) and "Random processes and applications to filtering, stochastic control, simulation and financial mathematics" (2001-2003). Partecipants are invited to propose talks on research work related to these projects.