1994 Joint Mathematics Meeting, Program by Special Session
AMS Meeting Program by Special Session
Current as of Tuesday, April 12, 2005 15:09:11
1994 Joint Mathematics Meeting
Cincinnati, OH, January 12-15, 1994
Robert J Daverman, AMS firstname.lastname@example.org
Kenneth A Ross, MAA email@example.com
AMS Special Session on Stochastic Analysis
Friday January 14, 1994, 9:00 a.m.-10:50 a.m.
AMS Special Session on Stochastic Analysis, I
Response behavior of dynamical systems with stochastic excitation.
Fritz Colonius, University of Augsburg, Germany
Wolfgang Kliemann*, Iowa State College, Ames
Existence and identification of optimal Markov controls.
Thomas G. Kurtz, University of Wisconsin, Madison
Richard H. Stockbridge*, University of Kentucky
Mass transport by Stochastic flows.
Erhan Cinlar*, Princeton University
Craig L. Zirbel, University of Minnesota, Minneapolis
Numerical solutions to reflected diffusion processes.
Yingjie Liu*, University of Pennsylvania
Friday January 14, 1994, 1:00 p.m.-4:50 p.m.
AMS Special Session on Stochastic Analysis, II
Averaging stochastically perturbed Hamiltonian systems.
Federico Marchetti, University of Torino, Italy
Thomas G. Kurtz*, University of Wisconsin, Madison
A unified approach to stochastic stability.
Mark Pinsky*, Northwestern University
Martingale representation and Martingale inequalities in noncommutative stochastic analysis.
Eric Carlen*, Georgia Institute of Technology
Paul Kree, University of Paris VI, France
An extension of It^o's formula.
Philip Protter*, Purdue University, West Lafayette
Optimal drift on [0,1].
Susan Lee*, Cornell University
Anticipating Stochastic differential equations.
Arturo Kohatsu-Higa*, University of Puerto Rico, Mayaguez
Degenerate stochastic differential equations and hypoelliptic operators.
Denis R. Bell*, University of North Florida
Salah-E A. Mohammed, Southern Illinois University, Carbondale
Martingale inequalities and applications to singular integrals.
Rodrigo Ba\~nuelos*, Purdue University, West Lafayette
Gang Wang, DePaul University
Saturday January 15, 1994, 9:00 a.m.-10:50 a.m.
AMS Special Session on Stochastic Analysis, III
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
Side bets on unfair games.
William Hammack*, University of Illinois, Urbana-Champaign
On the geometry of random heat kernels.
R. B. Sowers*, University of Maryland, College Park
K. D. Elworthy, University of Warwick, Coventry, England
A deterministic approach to the problem of optimal stopping.
Ioannis Karatzas*, Columbia University
Mark H.A Davis, Imperial College of Science & Technology, London, England
Saturday January 15, 1994, 2:15 p.m.-5:05 p.m.
AMS Special Session on Stochastic Analysis, IV
Backward forward stochastic differential equations.
Fabio Antonelli*, University of Rome La Sapienza, Italy
Forward-backward stochastic differential equations and their applications.
Jin Ma*, Purdue University, West Lafayette
Poisson approximations to continuous security market models.
Heike Dengler*, Cornell University, Ithaca
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
Variational problems of long-term "turnpike" policies.
Thaleia Zariphopoulou*, University of Wisconsin, Madison
Chi-Fu Huang, Massachusetts Institute of Technology
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