
AMS Sectional Meeting Program by Special Session
Current as of Tuesday, April 12, 2005 15:10:30
Program 
Deadlines 
Registration/Housing/Etc. 
Inquiries: meet@ams.org
2003 Spring Central Section Meeting
Bloomington, IN, April 46, 2003
Meeting #985
Associate secretaries: Susan J Friedlander, AMS susan@math.northwestern.edu
Special Session on Stochastic Analysis with Applications

Friday April 4, 2003, 2:00 p.m.5:20 p.m.
Special Session on Stochastic Analysis with Applications, I
Oak Room, Indiana Memorial Union Organizers: Jin Ma, Purdue University majin@math.purdue.edu
Frederi Viens, Purdue University viens@stat.purdue.edu

2:00 p.m.
Liquidity risk and arbitrage pricing theory.
Philip Protter*, Cornell University
Umut Cetin, Cornell University
Robert Jarrow, Cornell University
(98560161)

3:00 p.m.
Optimal portfolio for an Insider.
Yaozhong Hu*, University of Kansas
(98560125)

3:30 p.m.
Hedging Claims with Feedback Jumps in the Price Process.
Kiseop Lee*, University of Louisville
(9856069)

4:00 p.m.
PrincipalAgent Problems in Continuous Time.
Jaksa Cvitanic*, USC, Los Angeles
(98590142)

5:00 p.m.
Optimal momentum hedging via hypoelliptic reduced MongeAmp\`ere PDEs and a new paradigm for pricing options.
Srdjan Stojanovic*, University of Cincinnati
(9856043)

Saturday April 5, 2003, 8:30 a.m.11:20 a.m.
Special Session on Stochastic Analysis with Applications, II
Oak Room, Indiana Memorial Union Organizers: Jin Ma, Purdue University majin@math.purdue.edu
Frederi Viens, Purdue University viens@stat.purdue.edu

8:30 a.m.
On Bounded Solutions of Some Semilinear Stochastic Wave Equations.
PaoLiu Chow*, Wayne State University
(98560148)

9:30 a.m.
Moments for a stochastic wave equation.
Carl E Mueller*, University of Rochester
Robert Dalang, Ecole Polytechnique Federale Lausanne
(9856030)

10:00 a.m.
Some Stochastic Partial Differential Equations with Multiplicative Fractional Gaussian Noise.
Bozenna J. PasikDuncan*, University of Kansas
Bohdan Maslowski, Czech Academy of Sciences
Tyrone E. Duncan, University of Kansas
(98560309)

10:30 a.m.
Large deviations for stochastic NavierStokes equations.
Padmanabhan Sundar*, Louisiana State University
(98560220)

11:00 a.m.
Additive Summable Processes and the Stochastic Integral.
Oana Mocioalca*, Purdue University
(98560253)

Saturday April 5, 2003, 3:00 p.m.4:50 p.m.
Special Session on Stochastic Analysis with Applications, III
Oak Room, Indiana Memorial Union Organizers: Jin Ma, Purdue University majin@math.purdue.edu
Frederi Viens, Purdue University viens@stat.purdue.edu

3:00 p.m.
Particle representations for measurevalued branching processes.
Thomas G. Kurtz*, University of WisconsinMadison
Eliane R. Rodrigues, National Autonomous University of Mexico
(98560164)

4:00 p.m.
Particle approximations of Lyapunov exponents connected to Schr\"odinger operators and FeynmanKac semigroups.
Pierre Del Moral*, LSP Universite Paul Sabatier Toulouse, France
(98560332)

4:30 p.m.
On spin glasses systems and stochastic calculus.
Samy Tindel*, University of Paris 13
(98560331)

Sunday April 6, 2003, 9:00 a.m.11:20 a.m.
Special Session on Stochastic Analysis with Applications, IV
Oak Room, Indiana Memorial Union Organizers: Jin Ma, Purdue University majin@math.purdue.edu
Frederi Viens, Purdue University viens@stat.purdue.edu

9:00 a.m.
Some Processes Associated with a Fractional Brownian Motion.
Tyrone E. Duncan*, University of Kansas
(9856099)

10:00 a.m.
How to solve a Dirichlet problem via RBSDEs.
Ziyu Zheng*, Assistant Prof./University of WisconsinMilwaukee
(9856022)

10:30 a.m.
Representation of Solutions to Backward SDEs Associated with a Degenerate Forward SDE.
Jianfeng Zhang*, University of Minnesota
(98560132)

11:00 a.m.
On conformal images of reflecting Brownian motions in smooth domains and applications.
Mihai N Pascu*, Department of Mathematics, Purdue University
(98560259)

Sunday April 6, 2003, 12:30 p.m.3:20 p.m.
Special Session on Stochastic Analysis with Applications, V
Oak Room, Indiana Memorial Union Organizers: Jin Ma, Purdue University majin@math.purdue.edu
Frederi Viens, Purdue University viens@stat.purdue.edu

12:30 p.m.
A measuretheoretic approach to stochastic integration.
Ron Blei*, University of Connecticut
(98560325)

1:00 p.m.
Stationary busy period distributions in queues and exit problems for Levy processes.
Parijat Dube, IBM Research
Fabrice M Guillemin, France Telecom R & D
Ravi R Mazumdar*, Purdue University
(98560336)

1:30 p.m.
Weak survival of anisotropic contact processes on trees.
Thomas M Sellke*, Purdue University
Steven P. Lalley, Univ.of Chicago
(98560319)

2:00 p.m.
Options and Discontinuity: An asymptotic decomposition of hedging errors.
Seongjoo Song*, Purdue University
(98560111)

2:30 p.m.
Extreme events in financial markets.
Maria Cristina Mariani*, Department of Statistics  Purdue University
(98560247)

3:00 p.m.
Discussion
Inquiries: meet@ams.org

