09:00--09:45		Lucia Caramellino	Large deviations estimates of the crossing probability for small time and applications to Monte Carlo Methods in finance
10:00--10:45		Vlad Bally	Mallianvin calculus for locally smooth law and applications to jump type diffusions
10:45--11:15		Coffee break
11:15--12:00		Florin Radulescu	Notes on free probability
12:15--13:00		Mircea Nica	Option evaluation formulas for some classes of Levy processes
13:15--14:00		Cristian Sima	t.b.a
13:00--15:30		Lunch
15:30--16:00		Marinela Marinescu	A global variational principle associated with gradient stochatic control systems
16:00--16:30		Pavel Farcas	Istochastic models in risk evaluation for financial portofolio options
16:30--17:00		Coffee break
17:00--17:30		Oana Mocioalca	Regularity of solutions of the heat equation driven by irregular Gaussian processes
17:40--18:00		Nadia Bonchis	Dependence of the optimal capital stock and consumption evolution on the consumers growth rate in the framework of Ramsey model on finite horizon
18:00--18:20		Cristinca Fulga	Multistage portofolio optimization