1:00 p.m. Stochastic differential equations driven by semimartingale random measures. Thomas G. Kurtz*, University of Wisconsin, Madison
Philip E. Protter, Purdue University, West Lafayette
(908-60-29)
1:40 p.m. Quadratic covariation and an extension of It\^o's formula. Hans Follmer, Humboldt University, Berlin, Germany
Philip E. Protter*, Purdue University, West Lafayette
Albert N. Shiryaev, Steklov Institute
(908-60-146)
2:10 p.m. Concerning the geometry of SDEs. Xue-Mei Li*, University of Connecticut
(908-60-447)
2:40 p.m. A loop group logarithmic Sobolev inequality. Bruce K. Driver*, University of California at San Diego, La Jolla
Terry M. Lohrenz, Rice University
(908-34-203)
3:10 p.m. Differentials of measure-preserving flows on Wiener space. Carolyn M. Cross*, University of California at San Diego, La Jolla
(908-60-431)
3:40 p.m. On smooth stable manifolds for $SDE$ solutions. Ilya Gikhman*, Institute of Applied Mathematics and Mechanics, National Academy of Sciences, Ukraine
(908-60-181)
4:10 p.m. On the Stratonovich stochastic integral equation for semimartingales with anticipative initial conditions. Tsung-Lin Cheng, National Central University, Taiwan, Republic of China
Ching-Sung Chou*, National Central University, Taiwan, Republic of China
(908-60-183)
8:00 a.m. Lyapunov exponents of linear stochastic functional differential equations: Examples and case studies. Salah-E Mohammed*, Southern Illinois University at Carbondale
(908-60-456)
8:35 a.m. Backwards $SDE$ with random terminal time, and applications to elliptical $PDE$. R. W.R Darling*, University of South Florida
Etienne C. Pardoux, CMI, France
(908-60-182)
9:00 a.m. Hypersurfaces in $\Bbb R^n$ and the variance of exit times for Brownian motion. Kimberly K. J. Kinateder*, Wright State University
Patrick McDonald, New College
(908-60-571)
9:25 a.m. Brownian motion and Riemannian geometry in the neighborhood of a submanifold $\rm I$. Martin Ngu Ndumu*, University of Yaounde, Cameroon
(908-58-132)
9:50 a.m. Stochastic integro-differential equations and applications. Sivapragasam Sathananthan*, Tennessee State University
(908-60-250)
10:15 a.m. Solving a system of nonlinear parabolic partial differential equations by a probabilistic method. Zusheng Rao*, University of South Florida
Etienne Pardoux, CMI, France
Frederic Pradeilles, University of Provence, France
(908-60-783)
10:40 a.m. Adapted solution of a degenerate backward $SPDE$, with applications. Jin Ma*, Purdue University, West Lafayette
Jiongmin Yong, Fudan University, People's Republic of China
(908-60-782)
1:00 p.m. On the chance of rogue waves at sea. Benjamin S. White*, Exxon Research & Engineering
(908-60-516)
1:30 p.m. Stability of model ecosystems under Markovian structural perturbations. Gangaram S. Ladde*, University of Texas, Arlington
(908-60-178)
2:00 p.m. Stochastic linearizations of point dissipative nonlinear systems. James A. Reneke*, Clemson University
(908-93-194)
2:30 p.m. Stochastic homogenization of elliptic boundary value problems with $L^P$-data. Kevin T. Andrews, Oakland University
Steve J. Wright*, Oakland University
(908-35-44)
3:00 p.m. Direct averaging method for stochastic differential games. Kandethody M. Ramachandran*, University of South Florida
(908-93-350)
3:30 p.m. Moving boundary problem and a class of diffusion processes. Weian Zheng*, University of California, Irvine
(908-60-41)
4:00 p.m. Stochastic effect in curvature driven flows. Nung Kwan Aaron Yip*, Princeton University
(908-49-45)