9:00 a.m. Response behavior of dynamical systems with stochastic excitation. Fritz Colonius, University of Augsburg, Germany
Wolfgang Kliemann*, Iowa State College, Ames
(889-60-729)
9:30 a.m. Existence and identification of optimal Markov controls. Thomas G. Kurtz, University of Wisconsin, Madison
Richard H. Stockbridge*, University of Kentucky
(889-60-416)
10:00 a.m. Mass transport by Stochastic flows. Erhan Cinlar*, Princeton University
Craig L. Zirbel, University of Minnesota, Minneapolis
(889-60-499)
10:30 a.m. Numerical solutions to reflected diffusion processes. Yingjie Liu*, University of Pennsylvania
(889-60-484)
1:00 p.m. Averaging stochastically perturbed Hamiltonian systems. Federico Marchetti, University of Torino, Italy
Thomas G. Kurtz*, University of Wisconsin, Madison
(889-60-198)
1:30 p.m. A unified approach to stochastic stability. Mark Pinsky*, Northwestern University
(889-60-54)
2:00 p.m. Martingale representation and Martingale inequalities in noncommutative stochastic analysis. Eric Carlen*, Georgia Institute of Technology
Paul Kree, University of Paris VI, France
(889-60-383)
2:30 p.m. An extension of It^o's formula. Philip Protter*, Purdue University, West Lafayette
(889-60-384)
3:00 p.m. Optimal drift on [0,1]. Susan Lee*, Cornell University
(889-60-385)
3:30 p.m. Anticipating Stochastic differential equations. Arturo Kohatsu-Higa*, University of Puerto Rico, Mayaguez
(889-60-07)
4:00 p.m. Degenerate stochastic differential equations and hypoelliptic operators. Denis R. Bell*, University of North Florida
Salah-E A. Mohammed, Southern Illinois University, Carbondale
(889-60-372)
4:30 p.m. Martingale inequalities and applications to singular integrals. Rodrigo Ba\~nuelos*, Purdue University, West Lafayette
Gang Wang, DePaul University
(889-60-314)
9:00 a.m. On the existence of positive solutions for semilinear elliptic equations with Neumann boundary conditions. Z. Zhao, University of Missouri, Columbia
Z. Q. Chen*, University of California at San Diego, La Jolla
R. J. Williams, University of California at San Diego, La Jolla
(889-60-291)
9:30 a.m. Side bets on unfair games. William Hammack*, University of Illinois, Urbana-Champaign
(889-60-199)
10:00 a.m. On the geometry of random heat kernels. R. B. Sowers*, University of Maryland, College Park
K. D. Elworthy, University of Warwick, Coventry, England
(889-60-405)
10:30 a.m. A deterministic approach to the problem of optimal stopping. Ioannis Karatzas*, Columbia University
Mark H.A Davis, Imperial College of Science & Technology, London, England
(889-60-759)
3:45 p.m. The valuation of foreign currency options under stochastic interest rates and systematic jumps using the Martingale approach. Javier Fernandez-Navas*, Purdue University, West Lafayette and Instituto de Empresa, Madrid, Spain
(889-60-528)
4:15 p.m. Variational problems of long-term "turnpike" policies. Thaleia Zariphopoulou*, University of Wisconsin, Madison
Chi-Fu Huang, Massachusetts Institute of Technology
(889-60-371)
4:45 p.m. Heavy traffic convergence of a controlled multi-class queueing system. L. F. Martins, Carnegie Mellon University
S. E. Shreve*, Carnegie Mellon University
H. M. Soner, Carnegie Mellon University
(889-60-607)