SSP & Princeton March 2006

From March 22 till March 25 2006 there was a "Seminar on Stochastic Processes 2006 &Special Day on Markov Processes in honor of Erhan Çinlar on his 65th Birthday” held at the Princeton University.

It is a great honor to say that I attended this seminar, as a graduate student at the University of Belgrade, Faculty of Mathematics. To be able to hear lectures and to participate in discussions, with such big "names" in the world of probability theory, was an amazing opportunity to me as a young researcher. Just to give you an insight of the renamed professors: Erhan Cinlar, Ron Getoor, Jean Jacod, John Walsh, Haya Kaspi, Walter Schachermayer, Frank den Hollander, Steve Evans....Beside the leading probabilists there were also young researchers eager to present their current research work and problems which they have met. This gave the Seminar spirit of motivation for everybody, for those already with great experience and for the others with much less experience.

The topics of the lectures given ranged from duality and potential theory for different Markov Processes to the financial mathematics and some statistical limit theorems problem. In other words it ranged from stochastic differential and partial differential equations to the pure functional analysis. On the other hand on discussions that took place in the afternoons the scope of the problems presented were much broader. It included different kinds of Brownian motion behaviors (University of Wisconsin-Madison), large deviation theory (Cornell University), the behavior of maxima of alpha stable processes (Cornell University), self-financing strategies and discrete approximation of Markov risk (Columbia University) etc...... It was really inspiring to hear such broad range of problems that are being done by these young probabilists. Nevertheless I was by far the youngest in both years and research work; not to mention that I came to Princeton all the way back from Serbia, Belgrade where we have such a small number of people doing any research work in the probability theory.

I would like to thank professor Rene Carmona for selecting me among the candidates applied, for financial aid, without which it would be impossible to attend this seminar. You can read the archive of the seminar and read the official web page of the seminar on this page http://orfe.princeton.edu/~rcarmona/SSP2006/index.php