| Invited Talks |
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- Borisov, I.S. (Russia) Poisson approximation for sums of independent multivariate random variables. Applications to empirical processes
- Del Moral, P. (France) Interacting Processes and Genealogical Models in Nonlinear Estimation
- Embrechts, P. (Switzerland) Operational Risk, Ruin and Mixing of Stochastic Processes
- Etheridge, A. (UK) Evolution in spatially continuous populations
- Haggstrom, O. (Sweden) Stochastic models for spatial growth and competition
- Hall, P. (Australia) Signal analysis using nonuniform sampling rates
- Johansson, K. (Sweden) Random growth and determinantal processes
- Ma, Z.M. (China) Two Methods for the Stochastic Processes Related to Infinite Particles
- Neuts, M. (USA) The MAP: A versatile, tractable class of point processes for stochastic modelling
- Ozaki, T. (Japan) Use of Stochastic Differential Equation Models in Financial Time series Analysis
- Protter, P. (USA) Liquidity Risk and Arbitrage Pricing Theory
- Siegmund, D.O. (USA) Approximate Tail Probabilities for Scan Statistics
- Smith, L.A. (UK) Stochastic Models For Deterministic Processes: Indistinguishable States in Weather Forecasts and Laboratory Chaos
- Taylor, G. (Australia) Some simple VaR and tail probability results for sums of random variables
- Taylor, P. (Australia) Capacity Reconfiguration in Logically Fully-Connected Networks