Venue: The Auditorium, 1F, Astrnomy-Mathematics Building
Last Update: March 23, 2010

Chii-Ruey Hwang
Institute of Mathematics
Academia Sinica, Taiwan

Shigeyoshi Ogawa
Ritsumeikan University

Chuan-Hsiang Han
National Tsing-Hua University

Ms. Li-Wu Chen
TEL: 886-2-23685999ext 341
FAX: 886-2-27827432
Postal/Mailing Address:
Institute of Mathematics, Academia Sinica, No. 128, Section 2, Academia Road, Nankang, Taipei, 11529, Taiwan
Floor 6th, Astronomy-Mathematics Building, National Taiwan University Main Campus, No. 1, Section 4, Roosevelt Road, Taipei, 10617, Taiwan

The Workshop and Spring School on Stochastic Calculus and Applications will be held during April 9 - April 17, 2010 at the Institute of Mathematics, Academia Sinica, Taipei, Taiwan. There are five topics in the Spring School. Each topic consists of three to four 90-minute lectures and is aimed for graduate students and researchers. The Workshop aims to foster communication and dissemination of recent results among researchers in stochastic analysis and applications.

Topics covered in the Spring School:

  • Using wavelets in statistics
    given by Dominique Picard and Gerard Kerkyacharian
  • Approximations for SDE”¦s driven by Lévy Processes
    given by Arturo Kohatsu-Higa
  • Pricing rules under asymmetric information
    given by Monique Pontier
  • Noncausal problems in Mathematical Physics
    given by Shigeyoshi Ogawa
  • Malliavin Calculus in cross hedging problem
    given by Peter Imkeller

Please click here for PDF of a poster for the conference.

Participants of Spring School & Workshop are to arrange and book their accommodation themselves. Accommodation options include Activity Center of Academia Sinica, hotels and hostels. It is advised that participants are to make accommodation reservations early.


  • Spring School Presentation Notes, please click here to download - 2010/08/16
  • Shuttle bus time changed - 2010/04/12
  • Panel Meeting will take place at the auditorium on 1F - 2010/04/11
  • Lecture notes for Spring School is updated regularly, please check the webpage for the latest update - 2010/04/11
  • The shuttle bus departing at 20:45 is cancelled due to insufficient passengers.
  • Spring School Program revised, please refer to Schedule - 2010/04/08
  • Self-Paid Day Trip Event is cancelled due to insufficient participants - 2010/04/07
  • Printable program now available - 2010/04/04
  • Spring School Lecture Notes and Workshop Abstracts are now available - 2010/03/29
  • Workshop schedule revised - 2010/03/26
  • Workshop schedule updated - 2010/03/22
  • Speakers' detail updated - 2010/03/22
  • Registration is necessary for participating in this event, but there is no fee incurred
  • Spring School speakers' abstract, please click here

Important Dates

  • Online registration for Spring School and Workshop is now extended to April 5, 2010
  • Spring School: April 9 - April 15, 2010
  • Workshop: April 15 - April 17, 2010

Shuttle Bus - Academia Sinica <=> Institute of Mathematics

  • Please click here for downloading a printable version
  • Fixed time shuttle buses are arranged for participants staying at the Activity Center, Academia Sinica commuting between the event venue on daily basis during the events..
  • Academia Sinica to Astronomy-Mathematics Building
    Leaving 9:30am - in front of Activity Center, Academia Sinica
  • Astronomy-Mathematics Building to Academia Sinica
    4/13 leaving 18:00 - in front of Astronomy-Mathematics Building
    4/14 leaving 18:00 - in front of Astronomy-Mathematics Building
    4/15 leaving 20:45 - in front of Astronomy-Mathematics Building
    4/16 leaving 18:45 - in front of Astronomy-Mathematics Building
    4/17 leaving 18:45 - in front of Astronomy-Mathematics Building
Institute of Mathematics, Academia Sinica, Taipei, Taiwan