Probability, Fall 2007

Schedule

Monday, August 27, 2007, 03:30 AM in REC 226
Professor Frederi Viens, Department of Statistics and Department of Mathematics, Purdue University
Joint with the Mathematics Department Bridge to Research Seminar
Almost sure Lyapunov exponents for polymers with or without memory

Monday, September 10, 2007, 03:30 PM in REC 226
Professor Rodrigo Banuelos, Department of Mathematics, Purdue University
Fourier Multipliers arising from Lévy Processes

Monday, September 17, 2007, 03:30 PM in REC 226
Bartlomiej Suideja, Department of Mathematics, Purdue University
Sharp integrability condition for finiteness of an exit time for table processes from unbounded domains

Monday, September 24, 2007, 03:30 PM in REC 226
Professor Jinqiao Duan, Department of Applied Mathematics, Illinois Institute of Technology
Effective Macroscopic Dynamics of Stochastic Partial Differential Equation

Monday, October 1, 2007, 03:30 PM in REC 226
Jesse Cunningham, Department of Statistics, Purdue University
Valuation of Real Options During a Price War

Monday, October 15, 2007, 03:30 PM in REC 226
Noah Dean, Department of Mathematics, Purdue University
Recurrence and transience of some vertex reinforced random walks

Monday, October 22, 2007, 03:30 PM in REC 226
Professor Eulalia Nualart, Department of Mathematics, LAGA, University of Paris 13, France
On stochastic partial differential equations and Lévy processes

Monday, October 29, 2007, 03:30 PM in REC 226
Professor Francois Ledrappier, Department of Mathematics, University of Notre Dame
Linear Drift for Isometries

Monday, November 5, 2007, 03:30 PM in REC 226
Andrew Vizcarra, Department of Mathematics, Purdue University
Supremum concentration inequality and modulus of continuity for some non-Gaussian processes

Monday, November 12, 2007, 03:30 PM in REC 226
Alexandra Chronopoulou, Department of Statistics, Purdue University
Malliavin Calculus applied to Monte Carlo Methods in Finance

Monday, November 19, 2007, 03:30 PM in REC 226
Bartlomiej Suideja, Department of Mathematics, Purdue University
Heat kernel monotonicity for reflected Bessel processes

Monday, November 26, 2007, 03:30 PM in REC 226
Professor Elton P. Hsu, Department of Mathematics, Northwestern University
Extension of the Cameron-Martin theorem to a Complete Riemannian Manifold

Monday, December 3, 2007, 04:30 PM
No Probability Seminar Today but you are invited to come and listen to the Special Mathematics Colloquium, BRNG 2275

Monday, December 10, 2007, 03:30 PM in REC 226
Professor Yalcin Sarol, Department of Mathematics, University of Southern Indiana
TBA