Joint Mathematics Meetings Program by AMS Special Session

Current as of Saturday, January 15, 2011 00:29:54

Joint Mathematics Meetings
New Orleans, LA, January 6-9, 2011 (Thursday - Sunday)
Meeting #1067

• Friday January 7, 2011, 8:00 a.m.-11:50 a.m.
  AMS Special Session on Stochastic Analysis and Random Phenomena, I
  Maurepas Room, 3rd Floor, Sheraton
  Organizers:
  Ambar N. Sengupta, Louisiana State University sengupta@math.lsu.edu
  P. Sundar, Louisiana State University
  

  • 8:00 a.m.
    Brownian Motions on Metric Graphs.
    Vadim Kostrykin, University of Mainz
    Jurgen K. Potthoff*, University of Mannheim
    Robert Schrader, Institute of Theoretical Physics, Free University Berlin
    (1067-60-1441)
  • 8:30 a.m.
    SBM as the unique strong solution to an SPDE.
    Jie Xiong*, University of Tennessee
    (1067-60-1301)
  • 9:00 a.m.
    Gaussian Calculus and Wick Products (Joint work with Paolo Da Pelo and Alberto Lanconelli from the University of Bari, Italy).
    Aurel Iulian Stan*, The Ohio State University at Marion
    (1067-60-1460)
  • 9:30 a.m.
    Self-similarity and long range dependence: some recent developments for the multivariate setting.
    Gustavo Didier*, Tulane University
    Vladas Pipiras, UNC-Chapel Hill
    (1067-60-1620)
  • 10:00 a.m.
    A Support Theorem for a Gaussian Radon Transform in Infinite Dimensions.
    Jeremy J Becnel*, Stephen F. Austin State University
    Ambar N Sengupta, Louisiana State University
    (1067-46-478)
  • 10:30 a.m.
    Equivalence Relationship between Forward Backward SDEs and Backward SPDEs.
    Jin Ma, University of Southern California
    Hong Yin*, University of Southern California
    Jianfeng Zhang, University of Southern California
    (1067-60-766)
  • 11:00 a.m.
    A Stochastic Lagrangian Particle Model and Nonlinear Filtering for Three Dimensional Euler Flow with Jumps.
    Meng Xu*, University of Wyoming
    Sritharan, Naval Postgraduate School
    (1067-60-624)
  • 11:30 a.m.
    Bridges of random walks in a random environment.
    Jonathon Peterson*, Cornell University
    Nina Gantert, Institut fur Mathematishe Statistik
    (1067-60-136)
• Friday January 7, 2011, 1:00 p.m.-3:50 p.m.
  AMS Special Session on Stochastic Analysis and Random Phenomena, II
  Maurepas Room, 3rd Floor, Sheraton
  Organizers:
  Ambar N. Sengupta, Louisiana State University sengupta@math.lsu.edu
  P. Sundar, Louisiana State University
  

  • 1:00 p.m.
    Emissions Option Pricing and Singular BSDEs.
    Rene Carmona*, Princeton University
    (1067-60-2409)
  • 1:30 p.m.
    Drawdowns and drawups.
    Olympia Hadjiliadis*, City University of New York
    (1067-60-1707)
  • 2:00 p.m.
    Sensitivity Analysis of Expected Values.
    Victor Goodman*, Indiana University
    (1067-60-1963)
  • 2:30 p.m.
    Option Pricing With Transaction Costs And Stochastic Volatility.
    Maria C. Mariani*, The University of Texas at El Paso
    Emmanuel Ncheuguim, NMSU
    Ionut Florescu, Stevens Institute of Technology
    Indranil Sen Gupta, The University of Texas at El Paso
    (1067-91-1304)
  • 3:00 p.m.
    Cooperative dynamics of kinesin and dynein type molecular motors.
    Avanti Athreya, Duke University
    John Fricks, Penn State University
    Peter R Kramer, Rensselaer Polytechnic Institute
    Scott A McKinley*, University of Florida
    (1067-60-2138)
  • 3:30 p.m.
    Statistical Modeling of Methylation Patterns in Ovarian Carcinomas.
    Michelle R Lacey*, Tulane University
    (1067-60-1618)