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List of Talks
given in 2001-02
| Monday, September 10 |
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Jason Schweinsberg, Cornell University
Applications of the continuous-time ballot theorem to Brownian
excursions and fragmentation processes |
| Monday, September 17 |
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Richard Durrett, Cornell University
Rigorous results for the NK model |
| Monday, September 24 |
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Jeremy Staum, Cornell University
Importance sampling with non-equivalent measures |
| Monday, October 1 |
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Jan Hannig, Colorado State University
Integrated Brownian motions and exact L_2-small balls |
| Monday, October 15 |
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Vadim Kaloshin, Massachusetts Institute of Technology
Dynamics of the oil spill |
| Monday, October 22 |
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David Revelle, Cornell University
Heat kernel asymptotics on the lamplighter group |
| Monday, November 5 |
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Alexander Bendikov, Cornell University
The dichotomy problem for Gaussian measures on groups |
| Monday, November 12 |
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Philip Protter, Cornell University
Complete financial markets with hidden arbitrage |
| Monday, November 19 |
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Vlada Limic, Cornell University
A threshold routing queueing system in heavy traffic |
| Monday, November 26 |
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Arnaud de la Pradelle, University of Paris VI (France)
The Ito-Skorohod formula for fractional Brownian motion |
| Monday, December 3 |
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Shane Henderson, Cornell University
Nonexistence of a class of random variable generation schemes |
| Monday, December 10 |
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Akira Saskai, University of British Columbia (Canada)
Mean-field critical behavior for the contact process |
| Monday, January 28 |
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Pierre Tarres, École Polytechnique Fédérale
de Lausanne (Switzerland)
Reinforced random walks |
| Monday, February 4 |
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Richard Durrett, Cornell University
Shuffling chromosomes |
| Monday, February 11 |
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Philip Protter, Cornell University
Pricing American options with the Longstaff Schwartz algorithm |
| Monday, February 25 |
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Zhongmin Qian, Cornell University and CNRS (France)
Stochastic calculus for some Gaussian processes |
| Monday, March 4 |
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Gregory Lawler, Cornell University
The scaling limit of loop-erased walk on the square lattice |
| Monday, March 11 |
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Thomas Mikosch, University of Copenhagen (Denmark)
Some estimation problems for GARCH models |
| Monday, March 25 |
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Gena Samorodnitsky, Cornell University
Tails of solutions of certain nonlinear stochastic differential
equations driven by heavy tailed Lévy motions |
| Monday, April 1 |
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Esa Nummelin, University of Helsinki (Finland)
Large deviations of price equilibria of random economic systems |
| Monday, April 8 |
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Lee Gibson, Cornell University
The method of enlargement of obstacles |
| Monday, April 15 |
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Dan Stroock, Massachusetts Institute of Technology
Differential geometry of the space of probability measures |
| Monday, April 22 |
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David Revelle, Cornell University
Rate of escape of random walks on groups |
| Monday, April 29 |
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Sylvie Méléard, Université Paris X (France)
Convergence from Boltzmann to Landau processes with soft potential
and particle approximations |
Last modified:
May 30, 2003
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