Joint Mathematics Meetings AMS Special Session
Current as of Thursday, October 27, 2016 03:30:08
Program ·
Deadlines ·
Timetable ·
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
Please note room assignments are subject to change right
up until the meeting occurs.
The program published here is continually updated and
may be more current than the printed program.
The following material has been posted without being
proofread in order to provide you with the most current
information.
AMS Special Session on Stochastic Processes and Modelling

Thursday January 5, 2017, 8:00 a.m.11:50 a.m.
AMS Special Session on Stochastic Processes and Modelling, I
M106 & M107, Marquis Level, Marriott Marquis Atlanta
Organizers:
Erkan Nane, Auburn University ezn0001@auburn.edu
Jebessa B. Mijena, Georgia College and State University

8:00 a.m.
Local conditioning and Palm measure duality.
Olav Kallenberg*, Auburn University
(112560960)

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 Atlanta
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.
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)