Joint Mathematics Meetings AMS Special Session

Current as of Saturday, January 14, 2017 03:30:07

Program  ·  Deadlines  ·  Timetable  ·  Inquiries: meet@ams.org

Joint Mathematics Meetings
Hyatt Regency Atlanta and Marriott Atlanta Marquis, Atlanta, GA
January 4-7, 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
    (1125-60-1179)
  • 9:00 a.m.
    Invariant Markov processes under Lie group actions.
    Ming Liao*, Auburn University
    (1125-60-740)
  • 9:30 a.m.
    Operators on discrete random chaos modeling quantum phenomena.
    Jerzy Szulga*, Department of Mathematics and Statistics, Auburn University
    (1125-60-1887)
  • 10:00 a.m.
    Phase Uniqueness for the Mallows Model.
    Shannon Starr*, University of Alabama at Birmingham
    Meg Walters, University of Rochester
    (1125-60-1153)
  • 10:30 a.m.
    Small deviations for time-changed Brownian motions and applications to second-order chaos.
    Daniel Dobbs*, Trine University
    (1125-60-755)
  • 11:00 a.m.
    Sample Paths of the Solution to the Fractional Stochastic Heat Equation Driven by a Fractional-Colored 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
    (1125-60-391)
  • 11:30 a.m.
    Stability of the solution of stochastic differential equation driven by time-changed Lévy noise.
    Erkan Nane, Auburn University
    Yinan Ni*, Auburn University
    (1125-37-395)
• 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
    (1125-60-852)
  • 1:30 p.m.
    Intermittency fronts for space-time fractional stochastic partial differential equations in $(d+1)$ dimensions.
    Sunday A Asogwa*, Auburn University
    Erkan Nane, Auburn University
    (1125-60-1122)
  • 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
    (1125-60-1431)
  • 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
    (1125-60-1057)
  • 3:00 p.m.
    TALK CANCELLED: Simulating Option Pricing Models with Hereditary Structure.
    Flavia C Sancier-Barbosa*, Antioch College
    (1125-60-3072)
  • 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
    (1125-60-169)