Mini-workshop: Local time-space calculus with applications (Q1781887)

Contributions: -- Savas Dayanik (joint with I. Karatzas), Optimal stopping of linear diffusions p.1351 -- Freddy Delbaen, Monetary utility functions and financial markets p.1351 -- Nathalie Eisenbaum, Local time-space stochastic calculus for reversible semi-martingales p.1353 -- Markus Jaeger, A useful extension to Itô's formula with applications to optimal stopping p.1354 -- A.E. Kyprianou (joint with L. Alili), Some remarks on first passage of Levy processes, the American put and pasting principles p.1354 -- Claudia La Chioma, Integro-partial differential equations in a market driven by geometric Lévy processes: theoretical aspects and numerical approximation p.1356 -- A.-M. Matache, Pricing American options under Lévy driven assets p.1357 -- Carl Christian Kjelgaard Mikkelsen, The uniqueness question p.1359 -- Joseph Najnudel, Integration with respect to local time and self-intersection local time of a one-dimensional Brownian motion p.1360 -- Goran Peskir, On local time-space calculus and applications p.1361 -- Huyên Pham, A problem of sequential optimal stopping times p.1362 -- Francesco Russo, Calculus via regularization, weak Dirichlet processes and time-inhomogeneous stochastic differential equations p.1362 -- Albert N. Shiryaev (joint with A. A. Novikov), On one effective case of solution of an optimal stopping problem for random walk p.1363 -- Aubrey Truman, On stochastic heat and Burgers equations p.1364 -- Pierre Vallois (joint with B. Roynette and M. Yor), Limiting laws associated with Brownian motion perturbed by weights involving the local time process p.1365 -- Marc Yor (joint with D. Madan), On the Itô-Tanaka formula for strictly local martingales: does it need a correction term? p.1365 -- Huaizhong Zhao, Generalized Itô formulae using local time and applications in analysing asymptotics of heat equations in the presence of caustics p.1366