AMS Meeting Program by Special Session
Current as of Tuesday, April 12, 2005 15:09:35
Program 
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1997 Joint Mathematics Meetings
San Diego, CA, January 811, 1997
Meeting #918
Associate secretaries:
Lesley M Sibner, AMS lsibner@duke.poly.edu
Donovan H Van Osdol, MAA dv@christa.unh.edu
AMS Special Session on Stochastic Modelling

Wednesday January 8, 1997, 8:00 a.m.10:55 a.m.
AMS Special Session on Stochastic Modelling, I
Organizers:
Raisa Epstein Feldman, University of California, Santa Barbara epstein@pstat.ucsb.edu
Glen H. Swindle, University of California, Santa Barbara swindle@bernoulli.ucsb.edu

8:00 a.m.
Error Distribution for the Euler Method in SDEs.
Philip E. Protter*, Purdue University
Jean Jacod, University of Paris VI
(918601011)

8:45 a.m.
Asymptotic equivalence of statistical experiments for stochastic PDE's.
Marianne Huebner*, Michigan State University
(91860534)

9:40 a.m.
Particle representations for measurevalued models in population genetics
Peter Donnelly, Oxford University
Thomas G. Kurtz*, University of Wisconsin  Madison
(918601136)

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
(918601030)

Wednesday January 8, 1997, 2:15 p.m.6:05 p.m.
AMS Special Session on Stochastic Modelling, II
Organizers:
Raisa Epstein Feldman, University of California, Santa Barbara epstein@pstat.ucsb.edu
Glen H. Swindle, University of California, Santa Barbara swindle@bernoulli.ucsb.edu

2:15 p.m.
Statistical models for financial volatility.
Robert F Engle*, UCSD
(918901331)

3:00 p.m.
Options Pricing in Incomplete Markets: An Asymptotic Approach
Per A. Mykland*, The University of Chicago
(91860903)

3:55 p.m.
Filtering derivative security valuations from market prices.
Robert J. Elliott*, University of Alberta
(91890834)

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
(91865272)

5:05 p.m.
A random field aquifer model
Timothy R Ray*, Southeast Missouri State University
(918601314)

5:15 p.m.
BMO estimates of random polynomial chaos
Niandi Xiang*, University of Illinois, Chicago
(91860165)

5:35 p.m.
Tails in Harnesses
Andre Toom*, University of the Incarnate Word
(91860338)

5:45 p.m.
Implementation of a TwoStage Stochastic Model for Carcinogenesis
Thomas W. Polaski*, Winthrop University
Gary A. Tucker, Averett College
Julia S. Kimbell, Chemical Industry Institute of Toxicology
(91860308)

5:55 p.m.
A stochastic model of carcinogenesis and asymptotic distribution of tumor size at detection
Leonid G. Hanin*, Wayne State University
(91860327)

Thursday January 9, 1997, 8:00 a.m.11:50 a.m.
AMS Special Session on Stochastic Modelling, III
Organizers:
Raisa Epstein Feldman, University of California, Santa Barbara epstein@pstat.ucsb.edu
Glen H. Swindle, University of California, Santa Barbara swindle@bernoulli.ucsb.edu

8:00 a.m.
Random measure models for some oceanographic phenomena
Robert J Adler*, UNC/Technion
(91860664)

8:45 a.m.
The geometry of random images
Keith J. Worsley*, McGill University
(918601298)

9:40 a.m.
Uniform Quadratic Variation and Brownian Fields
Ron Pyke*, University of Washington
(918601215)

10:40 a.m.
Heavy tails and long range dependence in stochastic modeling
Gennady Samorodnitsky*, Cornell University
(91860173)

11:20 a.m.
Tools for analyzing stable distributions
John P. Nolan*, American University
(918601275)

Friday January 10, 1997, 8:00 a.m.10:55 a.m.
AMS Special Session on Stochastic Modelling, IV
Organizers:
Raisa Epstein Feldman, University of California, Santa Barbara epstein@pstat.ucsb.edu
Glen H. Swindle, University of California, Santa Barbara swindle@bernoulli.ucsb.edu

8:00 a.m.
RiskSensitive Stochastic Control and Relationship with Stochastic Differential Games
Tamer Ba\c{s}ar*, University of Illinois at UrbanaChampaign
(91893832)

8:40 a.m.
Option Pricing with Constraints
H. Mete Soner*, Carnegie Mellon University
(918901001)

9:30 a.m.
Random walks on groups: A strong stationary time approach.
Igor Pak*, Harvard University
(91860204)

9:40 a.m.
Discussion

9:45 a.m.
Logarithmic Sobolev Inequalities for Free Loop Groups
Trevor R. Carson*,
(91860369)

10:00 a.m.
Coherence of an inference is equivalent to existence of a countably additive prior
Yuri Y. Boykov*, Carnegie Mellon University
(918621361)

10:15 a.m.
The geometry of random images and mapping the human brain
Keith J. Worsley*, McGill University
(918621419)

10:30 a.m.
Diamond Lattice Model of Semicrystalline Polyethylene
ZhongHui Duan*, Florida State University
Louis Howard, Florida State University
(918921494)
Inquiries: meet@ams.org