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

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).

                         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)

               Local Committee (Politecnico di Milano):
Gianluca Attolini (attolini@stradivari.cremona.polimi.it)
Bruno Bassan (brubas@mate.polimi.it)
Egidio Battistini (egibat@stradivari.cremona.polimi.it)
Federico Marchetti (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

No formal registration is required in advance, but prospective 
participants are urged to arrange their accomodations at the 
earliest, following the directions below. Also, if you wish to 
contribute your work to the workshop, please follow the relevant 
directions below.

                          SCIENTIFIC PROGRAM

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 will be 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. Though no contributed talks 
are planned, participants are encouraged to submit contributions to the 
workshop. Prospective contributors are urged to send an informative 
abstract promptly, by e-mail if at all possible, to a member of the organizing 
committee. They should also prepare an extended abstract of their 
contribution (one to two pages) at least by the beginning of the 
conference.

The extended abstracts will be disseminated among all participants and 
contributors will be able to discuss their papers with interested 
participants during afternoons in a comfortable setting.

                             ACCOMODATIONS

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.

Also, any member of the local committee will be happy to assist you and 
direct you to the appropriate service.

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 (of which 30 are reserved for 
non smokers).  The reception operates around the clock.

If you are looking for significantly 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.

                     SOMETHING ABOUT THE LOCATION

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 social program 
that will take advantage of the features of the town 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