Probability, FALL 2004

Schedule

Tuesday, August 24, 2004, 12:00 PM
Probability Seminar, No Seminar Today

Thursday, September 2, 2004, 04:30 PM in MATH 175
Professor Frederi Viens, Department of Statistics and Department of Mathematics, Purdue University
Joint with Research Colloquia
Extending Stochastic Calculus As Far As It Will Go In The Direction of Skorohod Integration

Tuesday, September 7, 2004, 12:00 PM in UNIV 003
Professor Jose Enrique Figueroa-Lopez, Department of Mathematics, Purdue University
On Model Selection Methods for Levy Processes

Tuesday, September 14, 2004, 12:00 PM
NO PROBABILITY SEMINAR

Tuesday, September 21, 2004, 12:00 PM in UNIV 003
Mr. Yalcin Sarol, Department of Mathematics, Purdue University
Regularity of the Evolution Solution of Fractional Stochastic Heat Equation

Tuesday, September 28, 2004, 12:00 PM in UNIV 003
Mr. Ionut Florescu, Department of Statistics, Purdue University
Tree Approximation to the Option Price in the Stochastic Volatility World

Tuesday, October 5, 2004, 12:00 PM in UNIV 003
Mr. Erkan Nane, Department of Mathematics, Purdue University
Iterated Brownian Motion in Open Sets in Rn

Tuesday, October 12, 2004,
No Probability Seminar

Tuesday, October 19, 2004, 12:00 PM in UNIV 003
Andrea Collevecchio, Universita Chieti-Pescara, Italy
Limit Theorems for Reinforced Random Walks on Certain Trees

Tuesday, October 26, 2004, 12:00 PM in UNIV 003
Mr. Yuping Liu, Department of Mathematics, Purdue University
Optimal Portfolio/Reinsurance for Insurance: A BSDE Approach

Tuesday, November 2, 2004, 12:00 PM in UNIV 003
Professor Steven Lalley, Chairman, Department of Statistics, University of Chicago
Stochastic Competition and First-Passage Percolation

Tuesday, November 9, 2004, 12:00 PM in UNIV 003
Ms. Meike Niederhausen, Department of Mathematics and Department of Statistics, Purdue University
CANCELLED
Minimizing Ruin Probability for General Reserve Models and BSDEs with Jumps and Quadratic Growth

Tuesday, November 16, 2004, 12:00 PM in UNIV 003
Professor Herman Rubin, Department of Statistics, Purdue University
Transform and complex variable methods for generating random variables with specified distributions

Tuesday, November 30, 2004, 12:00 PM in UNIV 003
Professor Alexander Gluhovsky, Visiting Department of Statistics and Senior Research Scientist, Department of Earth and Atmospheric Sciences, Purdue University
Turbulence: Nonlinear dynamical and statistical perspectives perspectives

Tuesday, December 7, 2004, 12:00 PM in UNIV 003
Professor Ciprian Tudor, Universite Paris 1, Pantheon-Sorbonne UFR 27 Mathematiques
Between the Anticipating Calculus and the Martingale Theory