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List of Talks
given in 2008-09
| Monday, September 1 |
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Chris Hoffman, University of Washington at Seattle
Topology of random clique complexes |
| Monday, September 8 |
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Jin Feng, University of Kansas
Stochastic scalar conservation law |
| Monday, September 15 |
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Laurent Saloff-Coste, Cornell University
Examples of merging of time inhomogeneous Markov chains |
| Monday, September 22 |
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Philip Protter, Cornell University
Filtration shrinkage and the strange world of local Martingales |
| Monday, September 29 |
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Daniel Remenik, Cornell University
Chaos in a spatial epidemic model |
| Monday, October 6 |
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Anita Winter, Friedrich-Alexander-Universität Erlangen-Nürnberg
Geometry of spaces of trees and the tree-valued diffusion arising from the Aldous move on cladograms |
| Monday, October 20 |
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Dawn Woodard, Cornell University
Bounds on the mixing time of a class of adaptive MCMC techniques |
| Monday, October 27 |
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John Mayberry, University of Southern California
Evolving predator-prey systems |
| Monday, November 3 |
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Tom Alberts, University of Toronto
Bridge decomposition of restriction measures |
| Tuesday, November 4 |
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Peter Baxendale, University of Southern California
Random sources and sinks for stochastic dynamical systems |
| Monday, November 10 |
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Sharad Goel, Yahoo Research
Pricing combinatorial prediction markets |
| Monday, November 17 |
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Christian Bender, Technische Universität Carolo-Wilhelmina Zu Braunschweig
Time discretization and Markovian iteration for coupled FBSDEs |
| Monday, November 24 |
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Brian Rider, University of Colorado
Beta ensembles, random Schroedinger, and diffusion |
| Tuesday, November 25 |
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Dan Stroock, MIT
Abstract Wiener space revisited |
| Monday, December 1 |
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Anand Vidyashankar, Cornell University
Large deviations and local limit theory for explosive processes |
| Monday, January 19 |
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Jeff Collamore, University of Copenhagen
Random recurrence equations and ruin in a Markov-dependent stochastic economic environment |
| Monday, January 26 |
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Peter Ralph, University of California at Berkeley
Most recent common ancestors in continuous-state branching processes |
| Monday, February 2 |
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Chris Orum, Oregon State University
Stochastic analysis of some deterministic evolutionary equations |
| Monday, February 9 |
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Michael Damron, New York University
Two-dimensional invasion percolation |
| Monday, February 16 |
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Jean Jacod, University of Paris 6
Testing for infinitely many jumps, for a discretely observed process |
| Monday, February 23 |
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Nathan Ross, USC
Stein’s method of exchangeable pairs for distributional approximation |
| Monday, March 2 |
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Laurent Saloff-Coste, Cornell University
Time inhomogeneous Markov chains with wave-like behavior |
| Monday, March 9 |
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Alexandre Roch, Cornell University
Liquidity risk, price impacts, and the replication problem |
| Monday, March 23 |
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Yacine Ait-Sahalia, Princeton University
Optimal portfolio choice and inference when asset returns are self-exciting |
| Monday, March 30 |
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Sid Resnick, Cornell University
Data networks sessions and conditional extreme value model |
| Monday, April 6 |
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Tom Kurtz, University of Wisconsin
Prophetic constructions of branching and related processes |
| Monday, April 13 |
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Shirshendu Chatterjee, Cornell University
Two particle systems on random graphs |
| Monday, April 27 |
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Firas Rassoul-Agha, University of Utah
Large deviations for random walk in random environment |
Last modified:December 2, 2009
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