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
(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)
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