Juergen Lehn

Professor Dr. Jürgen Lehn passed away on September 29, 2008, at the age of 67. In him, the Department of Mathematics and the Institute of Applied Mathematics (IAM) at Middle East Technical University (METU) lost a valuable colleague and a good friend.

Prof. Jürgen Lehn  supervised twentysix theses and as an author produced six books. Some of the most important institutions of German scientific society are associated with the name of Prof. Jürgen Lehn: German Science Foundation (Deutsche Forschungsgemein-schaft - DFG) where he was a peer reviewer,  German Mathematical Association (Deutsche Mathematiker-Vereinigung - DMV) where he held various leading positions, Probability & Statistics Group (DMV-Fachgruppe Stochastik) and, especially, the celebrated Mathematical Science Institute of Oberwolfach (Mathematisches Forschungsinstitut Oberwolfach) for its impact on international mathematics where he was a leading scientist and treasurer.

Prof. Jürgen Lehn loved Turkey, its people and its culture with which he was familiar for over thirty years. Over the years, he was a frequent visitor at METU where he gave series of lectures; also he was a host to many Turkish scientists at the Department of Mathematics, Darmstadt Technical University (DTU) in Germany. Prof. Jürgen Lehn played a key role in the creation of the Protocol for Cooperation between METU and DTU which made exchange of lecturers, researchers, and students possible. Prof. Jürgen Lehn also helped with the establishment and development of the programs at IAM. 

Photos

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Topics

The workshop will consist of tutorials as well as invited and contributed papers. The topics will cover:

• stochastic differential equations,
• numerical solution of stochastic differential equations,
• mathematics of life insurance,
• further areas of actuarial sciences,
• measure theory and probability theory, 
• partial differential equations in finance or mechanics,
• simulation methods in finance and further applications,
• pseudo random numbers and their generators,
• testing theory,
• estimation theory,
• further areas of probabilistic data mining,
• probabilistic and statistical methods in industry,
• statistical applications in finance and the energy sector,
• statistical applications in medicine, 
• stochastic programming and its applications,
• statistical design of experiments,
• time series,
• game theory.

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Workshop Program

Workshop Program is available as a PDF file.

Abstracts of the Workshop is available as a PDF file.

Workshop Presentations

Preworkshop Seminar

Asset Liability Models for Life Insurances

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Scientific Committee

• Omer Gebizlioğlu, Ankara University
• Michael Kohler, TU Darmstadt
• Klaus Ritter, TU Darmstadt
• Gerhard Wilhelm Weber, METU

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Keynote Speakers

• Luc Devroye, McGill University
• Ralf Korn, TU Kaiserslautern

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Panel Discussion

"Impact of Mathematics in Science, Technology and Economics"

• Bülent Karasözen, METU
• Ralf Korn, TU Kaiserslautern
• Michael Schaefer, TU Darmstadt

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Sponsors

Central Bank of the Republic of Turkey   TUBITAK (Turkish Scientific and Technical Research Council)
Matematik Vakfı (Mathematics Foundation of Turkey)

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Accommodation

We reserved a certain number of rooms in the Guest House of METU. A list of good hotels of different categories can be found under
http://www.icemtour.com/ankara_hotels_daily_tours_flight_tickets_car_rental_turkey.asp

There will be support for accomodation for participants who are coming outside of Turkey.

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Venue

The workshop will be held at the Department of Mathematics of METU, Ankara.

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Dinner

Workshop Dinner ...

Workshop Dinner will be on April 23, 2009, at 19.30 in Washington Restaurant, Doyran Sokak No 5-7, Kaleici-Ulus, Ankara.

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Travel and Transportation

The best transportation option between Ankara-Esenboga airport and METU campus is to ride in HAVAS  airport shuttle between the airport and HAVAS City Centre Head Office-Ulus (about 5 euro) and ride in a taxi-cab between the HAVAS City Centre Head Office and METU (about 10 euro).

HAVAS airport shuttle schedules are:

  Departure Times:
  From the Airport: Services between airport and the city terminal will  be scheduled according to the arrival times of domestic and international flights.

 From the city Terminal:
- Services between 03.30 a.m-9.30 p.m. in every half an hour.
- Services between 9.30 p.m-03.30 a.m will be scheduled according to the flight departures

More information about the airport transport can be found at http://www.esenbogaairport.com/esben/2.php
 

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Organizers

Institute of Applied Mathematics, Middle East Technical University

Department of Mathematics, Darmstadt University of Technology

Organizing Committee

Safak Alpay (Department of Mathematics, METU)
Email: safak@metu.edu.tr
Tel: +90-312-2105380, Fax: +90-312-2102972

Zeynep Kalaylıoğlu (Department of Statistics & IAM, METU)
Email: kzeynep@metu.edu.tr
Tel: +90-312-2105305, Fax: +90-312-2102959

Bülent Karasözen (Department of Mathematics & IAM, METU)
Email: bulent@metu.edu.tr
Tel: +90-312-2105653, Fax: +90-312-2102985

Sevtap Kestel (University of Freiburg & IAM, METU)
Email: sevtap.kestel@vwl.uni-freiburg.de
Tel: +49-761-2032386, Fax: +49-761-2032340

Michael Kohler (Department of Mathematics, TU Darmstadt)
Email: kohler@mathematik.tu-darmstadt.de
Tel: +49-6151-166846, Fax: +49-6151-166822

Gerhard Wilhelm Weber (IAM, METU)
Email: gweber@metu.edu.tr
Tel: +90-312-2105652, Fax: +90-312-2102985

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