Joint Mathematics Meetings AMS Special Session

Current as of Saturday, January 14, 2012 00:29:09

Joint Mathematics Meetings
John B. Hynes Veterans Memorial Convention Center, Boston Marriott Hotel, and Boston Sheraton Hotel, Boston, MA
January 4-7, 2012 (Wednesday - Saturday)
Meeting #1077

Associate secretaries:

Michel L Lapidus, AMS lapidus@math.ucr.edu, lapidus@mathserv.ucr.edu
Gerard A Venema, MAA venema@calvin.edu

• Wednesday January 4, 2012, 8:00 a.m.-10:50 a.m.
  AMS Special Session on Stochastic Analysis (in honor of Hui-Hsiung Kuo), I
  Room 107, Hynes
  Organizers:
  Julius Esunge, University of Mary Washington jesunge@umw.edu
  Aurel Stan, Ohio State University
  

  • 8:00 a.m.
    Yang-Mills heat equation with $H_{1/2}$ initial data in three dimensions.
    Leonard Gross*, Cornell University
    (1077-35-2216)
  • 9:00 a.m.
    Some aspects of modelling dependence in copula based Markov Chains.
    Martial Longla*, University of Cincinnati
    Magda Peligrad, University of Cincinnati
    (1077-60-443)
  • 9:30 a.m.
    New Itô formula with application to linear SDEs with anticipating initial conditions.
    Hui-Hsiung Kuo, Louisiana State University
    Anuwat Sae-Tang, King Mongkut's University of Technology Thonburi
    Benedykt Szozda*, Louisiana State University, Baton Rouge
    (1077-60-1336)
  • 10:00 a.m.
    The Gambler's Ruin Problem for a Class of Non-stationary Markov Chains.
    Mark Burgin, UCLA
    Alan Krinik*, California State Polytechnic University, Pomona
    David Luu, California State Polytechnic University, Pomona
    (1077-60-1307)
  • 10:30 a.m.
    Modeling Healthcare Data Using Markov Decision Process.
    Kumer Pial Das*, Lamar University
    (1077-60-1561)
• Wednesday January 4, 2012, 2:15 p.m.-6:05 p.m.
  AMS Special Session on Stochastic Analysis (in honor of Hui-Hsiung Kuo), II
  Room 107, Hynes
  Organizers:
  Julius Esunge, University of Mary Washington jesunge@umw.edu
  Aurel Stan, Ohio State University
  

  • 2:15 p.m.
    Renormalization, Lie algebras and infinite divisibility.
    Luigi Accardi*, Centro V. Volterra, Università di Roma Torvergata
    (1077-00-2304)
  • 3:15 p.m.
    MRM triples associated with Brenke type generating functions.
    Nobuhiro Asai*, Aichi University of Education
    (1077-33-714)
  • 3:45 p.m.
    Recovering a Function from the Gauss Radon Transform in White Noise Analysis.
    Jeremy J Becnel*, Stephen F. Austin State University
    (1077-46-1090)
  • 4:15 p.m.
    Smooth Measures and Stochastic Analysis in Abstract Wiener Space.
    Fariborz Asadian*, Fort Valley State University
    (1077-60-695)
  • 4:45 p.m.
    The Clark Formula of Generalized Lévy Functionals.
    Yuh-Jia Lee*, National University of Kaphsiung
    (1077-60-808)
  • 5:15 p.m.
    Unitarizing measure for the representation of a Lie group.
    Habib Ouerdiane*, University of Tunis El Manar, Tunisia
    (1077-60-2407)
  • 5:45 p.m.
    Free noise stochastics and geometry.
    Ambar Niel Sengupta*, Louisiana State University
    (1077-60-1332)
• Thursday January 5, 2012, 1:00 p.m.-3:50 p.m.
  AMS Special Session on Stochastic Analysis (in honor of Hui-Hsiung Kuo), III
  Room 107, Hynes
  Organizers:
  Julius Esunge, University of Mary Washington jesunge@umw.edu
  Aurel Stan, Ohio State University
  

  • 1:00 p.m.
    Stationary Solutions of Parabolic Equations in Gauss-Sobolev Space.
    Pao-Liu Chow*, Wayne State University
    (1077-60-414)
  • 1:30 p.m.
    On the 2D Navier-Stokes and Euler equations: A statistical study.
    Fernanda Cipriano*, FCT-UNL and GFM-UL
    (1077-60-2101)
  • 2:00 p.m.
    Ergodic control for two-dimensional stochastic Navier-Stokes equations.
    P. Sundar*, Louisiana State University
    (1077-60-1431)
  • 2:30 p.m.
    Solvability of Forward-Backward Stochastic Partial Differential Equations.
    Hong Yin*, State University of New York, Brockport
    (1077-60-1425)
  • 3:00 p.m.
    A Stochastic Delay Model for Pricing Corporates Liabilities.
    Elisabeth Kemajou*, Southern Illinois University Carbondale
    (1077-60-1446)
  • 3:30 p.m.
    Portfolio Optimization under Convex Incentive Schemes.
    Maxim Bichuch, Princeton University, ORFE Department
    Stephan Sturm*, Princeton University, ORFE Department
    (1077-91-1728)