Probability, Fall 2005

Schedule

Tuesday, August 23, 2005, 12:30 PM
No Probability Seminar This Week

Tuesday, August 30, 2005, 12:30 PM in UNIV 001
Professor Jose Enrique Figueroa-Lopez, Department of Mathematics, Purdue University
On Portfolio Optimization in a Levy Market Using Fictitious Completion

Tuesday, September 6, 2005, 12:30 PM in REC 103
Professor Victor Goodman, Department of Mathematics, Indiana University
Exponential Martingales and Time Integrals of Geometric Brownian Motion

Tuesday, September 13, 2005, 12:30 PM
NO PROBABILITY SEMINAR TODAY

Tuesday, September 20, 2005, 12:30 PM in REC 103
Professor Yimin Xiao, Department of Statistics and Probability, Michigan State University
Properties of Local Nondeterminism of Gaussian Random Fields and Applications

Monday, September 26, 2005, 04:30 PM in UNIV 101
Professor Davar Khoshnevisan, Department of Mathematics, University of Utah
A Coupling, and the Darling-Erdos Conjectures

Tuesday, October 4, 2005, 12:15 PM in REC 103
Professor Robert Bauer, Department of Mathematics, University of Illinois at Urbana-Champaign
SLE(8/3) in Annuli

Tuesday, October 11, 2005,
No Probability Seminar. October Break

Tuesday, October 18, 2005, 12:15 PM in REC 103
Professor Jin Ma, Department of Mathematics, Purdue University
Joint Probability Seminar and Statistics Department Research Colloquium
Weak Solutions for Forward-Backward SDEs - A Martingale Problem Approach

Tuesday, October 25, 2005, 12:15 PM in REC 103
Professor Hassan Allouba, Department of Mathematics, Kent State University
Generalized Allen-Cahn SPDEs Driven by Space-Time White Noise: Uniqueness and Semimartingale Attractors

Tuesday, November 1, 2005, 12:15 PM in REC 103
Professor Andrea Collevecchio, Universita Chieti-Pescara Italy
Once Randomly-Reinforced Random Walk

Tuesday, November 8, 2005, 12:15 PM in REC 103
Professor Krzysztof Podgorski, Department of Mathematical Sciences, IUPUI
Max-Log Monte Carlo Solution to Inverse Problem

Tuesday, November 15, 2005, 12:15 PM in REC 103
Professor Frederi G. Viens, Department of Statistics, Purdue University
Borell-Sudakov inequality and other consequences of a simple condition for being sub-Gaussian

Tuesday, November 22, 2005,
No Probability Seminar Today

Tuesday, November 29, 2005,
No Probability Seminar

Tuesday, December 6, 2005, 09:30 AM in POTR 118
Professor Erhan Bayraktar, University of Michigan
Joint with a Special Industrial Engineering Colloquium
Adaptive Poisson Disorder Problem