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Workshop (second announcement) (this is second mailing: the first seems to have been lost. Sorry if you get a duplicate)



                        International Workshop on
      Computational and Statistical Issues for Stochastic Processes
                  Cremona, Italy - September 2-5, 1996

Sponsored by: National Research Project "Calcolo Stocastico e Processi
Stocastici" (1993-1994), "Associazione Cremonese Studi Universitari"

                           SECOND ANNOUNCEMENT

                          Organizing Committee:
Peter Glynn (Stanford University - glynn@leland.stanford.edu)
Tom Kurtz (University of Wisconsin at Madison - kurtz@math.wisc.edu)
Federico Marchetti (Politecnico di Milano - marchett@mate.polimi.it)

For information, check the World Wide Web page at
http://www.cremona.polimi.it/news/congress.htm or e-mail to
stoch96@mate.polimi.it.  If you need more conventional access routes you
can write/call/fax to the local organizer:

Federico Marchetti
Politecnico di Milano
Dipartimento di Matematica
p.Leonardo da Vinci 32
I-20133 Milano, Italy
Phone: (+39)(2)2399-4570
fax: (+39)(2)2399-4568

A workshop on Computational and Statistical Issues for Stochastic
Processes will take place in Cremona, Italy, in the first week of
September. This is a satellite meeting to the 4th World Congress of the
Bernoulli Society in Vienna, Austria (August 26 - 31). The format will
provide several invited lectures on recent issues in these topic, both
from a theoretical and applied point of view.  There will be ample time
both for formal and informal discussions, with the aim of fostering ideas
and information. Participants are invited to submit contributions to the
workshop. Please, send a title and informative abstract to one of the
organizers as soon as possible, but no later than June 30, 1996.  No
contributed talks are planned: the preferred format for contributions
will be in "coffee table sessions". If funds should allow, we could consider 
providing limited support to prospective participants with no access to 
other funding. If you would like tobe considered for this possible support, 
please mention this to the local organizer.

At this time the following speakers are expected:

Erhan Cinlar (Princeton, USA):"Stochastic Models of Turbulence"

Peter Glynn (Stanford, USA) :"Statistical Inference for Continuous-time
Markov Processes Observed Discretely"

Jean Jacod (Paris 6, France): TBA

Peter Kotelenetz (Case Western, USA): "Stochastic Equations in Two-
Dimensional Fluid Mechanics"

Steve Kou (Rutgers, USA):"A Continuity Correction for Discrete Barrier
Options"

Thomas Kurtz (Madison, USA): "Particle representations for solutions of
stochastic partial differential equations."

Yuri Kutoyants (Le Mans, France):"Statistical Inference for Spatial
Poisson Process"

Robert Liptser (Tel Aviv, Israel):"Nonlinear filtering problem with
contamination"

Boris Rozovsky (USC, USA): "A Nonlinear Recursive Wiener Type Filter for
Markov State Processes"

Walter Willinger (Bellcore, USA): "The River Nile, the Stock Market, and 
High-Speed Network Traffic"

Cremona is a small town in Lumbardy, reachable by train from nearby
Milan and by fast train from Rome. It is best known for being the
home of the famed Stradivari violin builders, and of a solid musical
tradition. It is within easy reach of some of the most fascinating
cities in Central-Northern Italy. We plan to organize a sight-seeing
tour and a social dinner during the workshop. To learn more about
Cremona, visit the World Wide Web page at
http://stradivari.cremona.polimi.it.

We have optioned a block of rooms at the Ibis Hotel in Cremona.
HOTEL IBIS
VIA MANTOVA
26100 CREMONA
phone: (+39)(0)372-452222
FAX: (+39)(0)372-452700

We are still negotiating the final price. Right now, we are assured
of a price not higher than ItLit 100,000 (single occupancy) and ItLit
130,000 (double occupancy) per night, with continental breakfast. At
current rates this translates approximately to $65 and $85 (US),
resp. If you wish to contact the Hotel directly, please mention the
workshop. However, for up to date information on rates and for
assistance with reservations and other arrangements, you are
welcome to contact

Segreteria della sede di Cremona del Politecnico di Milano
Via Sesto n. 41
26100 Cremona (CR)

phone: (+39)(0)372-22311
FAX:  (+39)(0)372-461381
E-Mail: segreter@stradivari.cremona.polimi.it

They will be happy to help you find a roommate, if you wish to share a
room and need to find one. The deadline for the optioned rooms is June
14. Early reservations are much appreciated and help greatly in
determining actual lodging needs.

IBIS Hotels are part of a network of more than 300 hotels and 220
restaurants.  This is a modern building, located in the southern
district of the town near the motorway leading to Brescia and Piacenza.
The historical center, about 2 km (1.25 miles) away, with its famous
"Torazzo", the Cathedral, the Baptistery, the international Violin-maker
School and the commercial area is easily reached with a 20 minute walk.

The Hotel has 100 modernly equipped rooms (30 no smoking).  The reception
operates around the clock.
---------------------------------------------------------------------------
For the Organizing Commiittee of the workshop - Cremona, September 1996
  Federico Marchetti * Politecnico di Milano * Dipartimento di Matematica
          piazza Leonardo da Vinci 32 * I-20133 Milano, Italy
           phone: (+39-2)2399-4570 * fax: (+39-2)2399-4568
                   e-mail:stoch96@mate.polimi.it