Workshop in Cremona

[stoch96@ipmma3.mate.polimi.it (Convegno Metodi Stocastici)]

                       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"

                         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)

The conference site is the

POLITECNICO DI MILANO
SEDE DI CREMONA
Via Sesto, 41
26100 Cremona (CR)

phone: (+39)(0)372-22311
FAX:  (+39)(0)372-461381
Web page: http://www.cremona.polimi.it


                          SCIENTIFIC PROGRAM

Invited talks (abstracts are posted on the web page
http://www.cremona.polimi.it/news/congress.htm 
                        
Erhan Cinlar (Princeton, USA):"Stochastic Models of Turbulence"

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

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"


                 Mon         Tue        Wed          Thu
 9:00-9:30    registration
 9:30-10:00    coffee        Kurtz     Glynn       Willinger
10:00-10:30    Rozovsky      Kurtz     Glynn       Willinger
10:30-11:00    Rozovsky      coffee    coffee       coffee
11:00-12:00   Kutoyants      Cinlar     Kou        Liptser

afternoon     contributed    social   contributed    open
             "coffee table"  program "coffee table"  session
                session                 session

No registration fee is required. Participants without access to
financial support can ask for partial support by the conference.
Requests wil be evaluated in relation to availability of funds on an
individual basis. Contributed papers are welcomed. Please take note
of the following instructions to participate in the contributed
"coffee table" sessions: 

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, and give them to the organizers at registration.

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. The format
closely resembles a more traditional poster session, but in a more
informal guise. Depending on the number of papers, contributors may
be assigned to one of the planned sessions 

Lunch has been arranged near the conference site.

                             ACCOMODATIONS

Most participants will be lodged at the

HOTEL IBIS
VIA MANTOVA
I-26100 CREMONA
phone: (+39)(0)372-452222
FAX: (+39)(0)372-452700

Budget accomodations have been negotiated with

CASA DI NOSTRA SIGNORA
SEMINARIO

If you have any problems, or if you still have to make your
reservation, you are welcome to call the

Segreteria della sede di Cremona del Politecnico di Milano
Via Sesto, 41
I-26100 Cremona (CR)

phone: (+39)(0)372-22311
FAX:  (+39)(0)372-461381
E-Mail: stoch96@stradivari.cremona.polimi.it

The best time frame for phone calls is 2 pm to 5 pm (Central
European Time: corresponds to 1 pm to 4 pm UK Summer Time, 8 am to
11 am EDT).
                            HOW TO GET THERE
               (These directions are posted on the web page
               http://www.cremona.polimi.it/news/congress.htm) 


To reach the conference site:

>From the train station (F.S., the Italian rail service has regular
service to Cremona: check the Web page
http://www.cremona.polimi.it/news/congress.htm for schedules, as
well as for bus and air schedules): 

take bus number 3 (which leaves from the F.S. Station at the 20th and
50th minute of every hour - except from 2:30 pm to 4:30 pm) and get
out at the stop of Via Castelleone; then cross the street and walk
through Via Castelfiorito, cross the small park "L.go Ragazzi del 99"
and you'll come out in Via Sesto; turn right and on your right
there's the Politecnico di Milano Sede di Cremona

>From the Hotel Ibis:

take bus number 3 at the bus stop in Via Mantova and follow the
directions above 

>From the Seminario:

from the Seminario, turn right, then turn right again at the second
street  (Via Mocchino) . Go straight through the underpass and turn
right at the end of the street, just on your left there's the
Politecnico di Milano Sede di Cremona

If you reach Cremona by car:

>From Milano follow the national highway SS 415 "Paullese". Turn
right (direction Piacenza), after 50 meters turn right at the first
exit (direction "Zona industriale - Via Sesto". At the stop turn
left. After 100 meters you'll find the Politecnico di Milano Sede
di Cremona on your left.

Entering the city from any other direction take the city bypass
highway ("tangenziale"), direction Milano. At the exit taking you
to the SS 415 "Paullese" take the direction Piacenza and then
follow the directions above.


To reach the Hotel Ibis:

>From the train station:

Take bus number 3 and get out at the stop of Via Mantova.

By car:

Take direction Mantova. At the second circle turn right and enter
via Mantova, direction city center. The hotel is on your right
after a small circle. 


To reach the Seminario:

>From the train station:

Take bus number 4 and get out at the stop in Via Milano.