Probability, Fall 2009
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Schedule
Tuesday, September 1, 2009,
No Probability Seminar
Tuesday, September 8, 2009, 10:30 AM in REC 307
Professor Mateusz Kwasnicki, Wroclaw University of Technology, Poland
Half-Laplacian on the half-line
Tuesday, September 15, 2009, 03:30 PM in REC 113
Lucian Beznea, Institute of Mathematics of the Romanian Academy, Bucharest, Romania
Tightness of capacities, compact superharmonic functions, and path regularity
Tuesday, September 15, 2009, 10:30 AM in REC 307
Professor Bartek Siudeja, University of Illinois at Urbana Champaign
Sharp bounds for Neumann eigenvalues of triangles
Tuesday, September 22, 2009, 10:30 AM in REC 307
Cheng Ouyang, Golomb Assistant Professor of Mathematics, Purdue University
Near expiry asymptotics of the implied volatility in local volatility models and stochastic volatility models
Tuesday, September 29, 2009, 10:30 AM in UNUSUAL PLACE: HAAS 111
Professor Dr. Michael Röckner, Professor, Fakultät für Mathematik, Universität Bielefeld, Germany and Adjunct Professor, Department of Statistics, Purdue University
Fokker-Planck equations on Hilbert spaces
Tuesday, October 6, 2009,
No Probability Seminar
Tuesday, October 13, 2009,
No Probability Seminar
Tuesday, October 20, 2009, 10:30 AM in REC 307
Frederi Viens, Professor of Statistics and Mathematics, Purdue University
Extensions of the Nourdin-Peccati Analysis on Wiener space
Tuesday, October 27, 2009, 10:30 AM in REC307
Professor Frederi Viens, Department of Statistics, Purdue University
Extensions of the Nourdin-Peccati Analysis on Wiener space, Part II
Tuesday, November 3, 2009, 10:30 AM in REC 307
Panki Kim, Department of Mathematical Sciences, Seoul National University (Korea) Visiting the Department of Mathematics, University of Illinois at Urbana-Champaign
The boundary Harnack principle of the independent sum of a Brownian motion and a symmetric stable process
Tuesday, November 10, 2009, 10:30 AM in REC 307
Krzysztof Bogdan, Visiting Professor of Mathematics, Purdue University, Permanent Position at Wroclaw University of Technology, Poland
Heat Kernel Estimates for the Fractional Laplacian
Tuesday, November 17, 2009,
No Probability Seminar
Tuesday, November 24, 2009,
No Probability Seminar
Tuesday, December 1, 2009, 10:30 AM in REC 307
Aaron Nung Kwan Yip, Professor of Mathematics, Purdue University
TBA
Tuesday, December 8, 2009, 10:30 AM in REC 307
Professor Parthanil Roy, Department of Statistics and Probability, Michigan State University
Ergodic Properties of Stable random Fields
