Workshop (third announcement)

[stoch96@ipmma3.mate.polimi.it (Federico Marchetti)]

                        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"

                           THIRD 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

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 program provides for invited lectures in the morning. A this time we 
expect the following speakers:

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

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

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 Networks"

Abstracts of the talks are posted on the World Wide Web page.

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. Prospective contributors are urged to send an 
informative abstract, by e-mail if at all possible, and prepare an extended 
abstract of their contribution (one to two pages) at least by the beginning 
of the conference. No contributed talks are planned. Contributors are 
expected to discuss their papers with interested participants during 
afternoon sessions.

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

Prices are set at 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. Please note that the hotel will be closed august 1 to August 25. If 
you have not arranged for your lodging, please do it at the earliest. We 
suggest that for your reservation and any other problem you take advantage 
of the

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 also be happy to help you find a roommate, if you wish to share a
room and need to find one.

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.

If you are looking for less expensive arrangements, there are two hostels, 
run by local religious organizations. Prices are in the ItLit 25,000-30,000 
range. Ladies can find accomodoation in the "CASA DI NOSTRA SIGNORA" (4 
minutes walk from the conference site, no private bathrooms). The 
"SEMINARIO" (25 minutes walk away) can host both ladies (with private 
bathroom) and gentelmen. For other details and for reservations, please 
contact the "Segreteria" listed above.

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.
---------------------------------------------------------------------------
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