Probability Seminar Spring 2001

Monday, January 22, 2001, 3:30 in UNIV 003
Professor Krzysztof Bogdan, Purdue University
Gradient Estimate for a-Harmonic Functions in Lipschitz Domain


Monday, January 29, 2001, 3:30 in UNIV 003
Mr. Jianfeng Zhang, Purdue University
A Numerical Scheme for Backward Stochastic Differential Equations


Monday, February 5, 2001, 3:30 in UNIV 003
Professor Burgess Davis, Purdue University
On Continuous Martingales

I will give a proof of the result of Dambis and Dubins-Schwartz that continuous martingales can be time changed into Brownian motion.

Monday, February 12, 2001, 3:30 in UNIV 003
Professor Soledad Torres, Universidad de Valparaiso, Chile, Visiting Purdue University
Euler Scheme for a Class of Countable Systems of Stochastic Differential Equations

Monday, February 26, 2001, 3:30 in UNIV 003
Professor Tadeusz Kulczycki, Institute of Mathematics, Wroclaw University of Technology, Poland


Monday, March 5, 2001, 3:30 in UNIV 003
Professor T. Byczkowski, Institute of Mathematics, Wroclaw University of Technology, Poland
One Dimensional Symmetric a-Stable Feynman-Kac Semigroups

Monday, April 9, 2001, 3:30 in UNIV 003
Professor Joseph Rosenblatt, University of Illinois at Urbana-Champaign
Averages of Averages

Monday, April 23, 2001, 3:30 in UNIV 003
Professor Michiel van den Berg, University of Bristol, U.K.
Area Versus Capacity in the Crushed Ice Model

Monday, April 30, 2001, 11:30 in MATH 631
Professor Mike Cranston, University of Rochester
Lyapunov exponents in the Parabolic Anderson Model