IMS Workshop on Applied Probability

May 31 - June 11, 1999

The Chinese University of Hong Kong

Second Announcement

Purpose and Themes:

This two-week workshop aims to promote research interest in applied probability for local mathematicians and engineers and to foster contacts and exchanges with experts from other parts of the world. The main themes of the workshop are: Mathematical Finance and Stochastic Networks.

Invited Speakers:

Final Program:

(Click to download the abstracts of the talks.
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First week: Financial Mathematics and Stochastics.

Venue: LT3, Lady Shaw Building.

Time May 31 (Mon) June 1 (Tue) June 3 (Thu) June 4 (Fri)
9:15 Registration
9:30 Heath (Talk I) Asmussen (Talk I) Davis (Talk II) Asmussen (Talk II)
11:00 Tea Break
11:15 Davis (Talk I) Allanus Tsoi Heath (Talk II) Jiaan Yan
12:00 Fred Hickernell Zhiming Ma
12:45 Lunch END
2:15 Shuping Chen Shunlong Luo Shanjian Tang
3:00 Tea Break
3:15 Qiang Zhang Duan Li Yue-Kuen Kwok
4:00 Discussion
4:30 End

Second week: Stochastic Networks.

Venue: LT3, Lady Shaw Building.

Please note: Sessions originally scheduled for Monday, June 7, have now been moved to Wednesday, June 9.
All other session schedules remain the same.
Time June 8 (Tue) June 9 (Wed) June 10 (Thu) June 11 (Fri)
9:00 Registration       
9:15 Opening Address  Registration
9:30 Glynn (Talk I) Kumar (Talk I) Dai (Talk II) Taylor (Talk II)
11:00 Tea Break
11:15 Taylor (Talk I) Dai (Talk I) Kumar (Talk II) Glynn (Talk II)
12:45 Lunch
2:15 Qiang Ye Dayue Chen Hanqin Zhang Mufa Chen
3:00 Tea Break
3:15 Wai-Ki Ching Xinsheng Zhang Guangliang Li Jogesh Muppala
4:00 Discussion
4:30 End


All speakers are invited to submit papers based on their talks for publication in a workshop proceedings. Articles submitted will go through the normal refereeing process. Detailed instructions for authors will be given at the Workshop.


There will be no registration fee for the participants in the Workshop. But since seats are limited, please register first.
List of Participants.


We have made special arrangements for workshop participants to be accommodated in the 5-star Royal Plaza Hotel at a rate of HK$420.00 net per standard twin-bed room. For reservation of rooms, please contact our conference secretary by email.

For direction to and from the Airport, the Hotel and the workshop venue, please click here.

Organizing Committee:


Workshop Secretariat:

Ms. Lily Chan
Rm. 501, Mong Man Wai Building
The Institute of Mathematical Sciences
The Chinese University of Hong Kong
Shatin, Hong Kong
Tel: 852 - 2609 8038
Fax: 852 - 2603 7636

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