Joint Mathematics Meetings Program by AMS Special Session
Current as of Saturday, January 15, 2011 00:29:54
Program 
Deadlines 
Timetable 
Inquiries: meet@ams.org
Joint Mathematics Meetings
New Orleans, LA, January 69, 2011 (Thursday  Sunday)
Meeting #1067
Associate secretaries:
Steven H Weintraub, AMS shw2@lehigh.edu
Gerard A Venema, MAA venema@calvin.edu
AMS Special Session on Stochastic Analysis and Random Phenomena

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
(1067601441)

8:30 a.m.
SBM as the unique strong solution to an SPDE.
Jie Xiong*, University of Tennessee
(1067601301)

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
(1067601460)

9:30 a.m.
Selfsimilarity and long range dependence: some recent developments for the multivariate setting.
Gustavo Didier*, Tulane University
Vladas Pipiras, UNCChapel Hill
(1067601620)

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
(106746478)

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
(106760766)

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
(106760624)

11:30 a.m.
Bridges of random walks in a random environment.
Jonathon Peterson*, Cornell University
Nina Gantert, Institut fur Mathematishe Statistik
(106760136)

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
(1067602409)

1:30 p.m.
Drawdowns and drawups.
Olympia Hadjiliadis*, City University of New York
(1067601707)

2:00 p.m.
Sensitivity Analysis of Expected Values.
Victor Goodman*, Indiana University
(1067601963)

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
(1067911304)

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
(1067602138)

3:30 p.m.
Statistical Modeling of Methylation Patterns in Ovarian Carcinomas.
Michelle R Lacey*, Tulane University
(1067601618)
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Inquiries: meet@ams.org