Events, Fall 2009
Schedule
Sunday, August 2, 2009, 06:30 PM
Public Event, Purdue University Friends and Alumni Reception
Tuesday, September 29, 2009,
Stochastic Analysis at Purdue 2009 Workshop
Tuesday, September 29, 2009, 11:30 AM in HAAS 111
Carlo Marinelli, Institute for Applied Mathematics, Universität Bonn, Germany
Ergodicity for nonlinear stochastic evolution equations with multiplicative Poisson noise
Tuesday, September 29, 2009, 02:30 PM in HAAS 111
Jason Swanson, Department of Mathematics, University of Central Florida
Fluctuations of the empirical quantiles of independent Brownian motions
Tuesday, September 29, 2009, 03:30 PM in HAAS 111
Alexandra Chronopoulou, Department of Statistics, Purdue University
Variations and Hurst Index Estimation for non-Gaussian Hermite processes
Tuesday, September 29, 2009, 10:30 AM in HAAS 111
Michael Röckner, Fakultät für Mathematik, Universität Bielefeld, Germany
Fokker--Planck equations on Hilbert spaces
Tuesday, September 29, 2009, 09:30 AM in HAAS 111
Francesco Russo, Institut Galilée,Mathématiques, Université Paris 13, and Projet MATHFI, INRIA Rocquencourt & Cermics Ecole des Ponts
Probabilistic representation of a partial differential equation with monotone discontinuous coefficients and related fields
Wednesday, September 30, 2009, 09:30 AM in LWSN 1142
David Nualart, Department of Mathematics, University of Kansas
Central limit theorem for the modulus of continuity of the Brownian local time
Wednesday, September 30, 2009, 10:30 AM in LWSN 1142
Giovanni Peccati, Université Paris Ouest Nanterre and Université Paris 6, France
Stein's method meets Malliavin calculus: from Berry-Esseen to universality
Wednesday, September 30, 2009, 11:30 AM in LWSN 1142
Ivan Nourdin, Laboratoire de Probabilités, Université Paris 6, France
Universal Gaussian fluctuations of non-Hermitian matrix ensembles
Wednesday, September 30, 2009,
Stochastic Analysis at Purdue 2009 Workshop
Thursday, October 1, 2009,
Stochastic Analysis at Purdue 2009 Workshop
Thursday, October 1, 2009, 10:30 AM in LWSN 1142
Ionut Florescu, Department of Mathematical Sciences, Stevens Institute of Technology
A study of an integro-differential parabolic problem arising in Mathematics of Finance
Thursday, October 1, 2009, 11:30 AM in LWSN 1142
Fabrice Baudoin, Department of Mathematics, Purdue University
Generalized Bochner formulas and subelliptic heat kernels estimates
Thursday, October 1, 2009, 09:30 AM in LWSN 1142
José E. Figueroa-Lopez, Department of Statistics, Purdue University
Optimal portfolios and admissible strategies in a Lévy market
Wednesday, October 28, 2009, 04:30 PM in LWSN 1142
Douglas Nychka, Director of the Institute for Mathematics Applied to Geosciences (IMAGe) and Senior Scientist at National Center for Atmospheric Research (NCAR)
Joint Department of Statistics and Earth and Atmospheric Sciences Special Colloquium
