Joint Mathematics Meetings AMS Special Session
Current as of Saturday, January 14, 2017 03:30:07
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Deadlines ·
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Inquiries: meet@ams.org
Joint Mathematics Meetings
Hyatt Regency Atlanta and Marriott Atlanta Marquis, Atlanta, GA
January 47, 2017 (Wednesday  Saturday)
Meeting #1125
Associate secretaries:
Brian D Boe, AMS brian@math.uga.edu
Gerard A Venema, MAA venema@calvin.edu
AMS Special Session on Stochastic Processes and Modelling

Thursday January 5, 2017, 8:30 a.m.11:50 a.m.
AMS Special Session on Stochastic Processes and Modelling, I
M106 & M107, Marquis Level, Marriott Marquis
Organizers:
Erkan Nane, Auburn University ezn0001@auburn.edu
Jebessa B. Mijena, Georgia College and State University

8:30 a.m.
Some isomorphism identities for Poissonian infinitely divisible processes.
Jan Rosinski*, University of Tennessee
(1125601179)

9:00 a.m.
Invariant Markov processes under Lie group actions.
Ming Liao*, Auburn University
(112560740)

9:30 a.m.
Operators on discrete random chaos modeling quantum phenomena.
Jerzy Szulga*, Department of Mathematics and Statistics, Auburn University
(1125601887)

10:00 a.m.
Phase Uniqueness for the Mallows Model.
Shannon Starr*, University of Alabama at Birmingham
Meg Walters, University of Rochester
(1125601153)

10:30 a.m.
Small deviations for timechanged Brownian motions and applications to secondorder chaos.
Daniel Dobbs*, Trine University
(112560755)

11:00 a.m.
Sample Paths of the Solution to the Fractional Stochastic Heat Equation Driven by a FractionalColored Noise.
Randall Herrell, Department of Mathematical Sciences, University of Alabama in Huntsville
Renming Song, Department of Mathematics, University of Illinois at Urbana Champaign
Dongsheng Wu*, Department of Mathematical Sciences, University of Alabama in Huntsville
Yimin Xiao, Department of Statistics and Probability, Michigan State University
(112560391)

11:30 a.m.
Stability of the solution of stochastic differential equation driven by timechanged Lévy noise.
Erkan Nane, Auburn University
Yinan Ni*, Auburn University
(112537395)

Thursday January 5, 2017, 1:00 p.m.3:50 p.m.
AMS Special Session on Stochastic Processes and Modelling, II
M106 & M107, Marquis Level, Marriott Marquis
Organizers:
Erkan Nane, Auburn University ezn0001@auburn.edu
Jebessa B. Mijena, Georgia College and State University

1:00 p.m.
Invariance principle for tempered fractionally integrated time series.
Farzad Sabzikar*, Iowa State University
Donatas Surgailis, Institute of Mathematics and Informatics
(112560852)

1:30 p.m.
Intermittency fronts for spacetime fractional stochastic partial differential equations in $(d+1)$ dimensions.
Sunday A Asogwa*, Auburn University
Erkan Nane, Auburn University
(1125601122)

2:00 p.m.
Mean square power series solutions and its applications in solving linear second order random differential equations.
Laura Villafuerte Altuzar*, Universidad Autonoma de Chiapas
Juan Carlos Cortes, Universidad Politecnica de Valencia
(1125601431)

2:30 p.m.
Large time behavior for the solution of the fractional stochastic heat equation in bounded domains.
Mohammud Foondun, Loughborough University, Leicestershire, UK
Ngartelbaye Guerngar*, Auburn University, Auburn, AL, USA
Erkan Nane, Auburn, Auburn, AL, USA
(1125601057)

3:00 p.m.
TALK CANCELLED: Simulating Option Pricing Models with Hereditary Structure.
Flavia C SancierBarbosa*, Antioch College
(1125603072)

3:30 p.m.
Dyson type formula for pure jump Lévy processes and applications.
Jin Sixian*, Claremont Graduate University, Institute of Mathematical Sicences
Schellhorn Henry, Claremont Graduate University
Vives Josep, Universitat de Barcelona
(112560169)