8:00 a.m. Error Distribution for the Euler Method in SDEs. Philip E. Protter*, Purdue University
Jean Jacod, University of Paris VI
(918-60-1011)
8:45 a.m. Asymptotic equivalence of statistical experiments for stochastic PDE's. Marianne Huebner*, Michigan State University
(918-60-534)
9:40 a.m. Particle representations for measure-valued models in population genetics Peter Donnelly, Oxford University
Thomas G. Kurtz*, University of Wisconsin - Madison
(918-60-1136)
10:35 a.m. Filtering from observations with L\'{e}vy noise Hyungsok Ahn*, University of California Santa Barabara
Raisa E Feldman, University of California Santa Barbara
(918-60-1030)
2:15 p.m. Statistical models for financial volatility. Robert F Engle*, UCSD
(918-90-1331)
3:00 p.m. Options Pricing in Incomplete Markets: An Asymptotic Approach Per A. Mykland*, The University of Chicago
(918-60-903)
3:55 p.m. Filtering derivative security valuations from market prices. Robert J. Elliott*, University of Alberta
(918-90-834)
4:55 p.m. Finite Element and Difference Approximation of Some Parabolic and Elliptic Stochastic Partial Differential Equations Edward J. Allen*, Texas Tech University
Steven J. Novosel, Western Geophysical
Zhimin Zhang, Texas Tech University
(918-65-272)
5:05 p.m. A random field aquifer model Timothy R Ray*, Southeast Missouri State University
(918-60-1314)
5:15 p.m. BMO estimates of random polynomial chaos Niandi Xiang*, University of Illinois, Chicago
(918-60-165)
5:35 p.m. Tails in Harnesses Andre Toom*, University of the Incarnate Word
(918-60-338)
5:45 p.m. Implementation of a Two-Stage Stochastic Model for Carcinogenesis Thomas W. Polaski*, Winthrop University
Gary A. Tucker, Averett College
Julia S. Kimbell, Chemical Industry Institute of Toxicology
(918-60-308)
5:55 p.m. A stochastic model of carcinogenesis and asymptotic distribution of tumor size at detection Leonid G. Hanin*, Wayne State University
(918-60-327)
8:00 a.m. Risk-Sensitive Stochastic Control and Relationship with Stochastic Differential Games Tamer Ba\c{s}ar*, University of Illinois at Urbana-Champaign
(918-93-832)
8:40 a.m. Option Pricing with Constraints H. Mete Soner*, Carnegie Mellon University
(918-90-1001)
9:30 a.m. Random walks on groups: A strong stationary time approach. Igor Pak*, Harvard University
(918-60-204)
9:40 a.m. Discussion
9:45 a.m. Logarithmic Sobolev Inequalities for Free Loop Groups Trevor R. Carson*,
(918-60-369)
10:00 a.m. Coherence of an inference is equivalent to existence of a countably additive prior Yuri Y. Boykov*, Carnegie Mellon University
(918-62-1361)
10:15 a.m. The geometry of random images and mapping the human brain Keith J. Worsley*, McGill University
(918-62-1419)
10:30 a.m. Diamond Lattice Model of Semicrystalline Polyethylene Zhong-Hui Duan*, Florida State University
Louis Howard, Florida State University
(918-92-1494)