AMS :: 2012 Spring Central Section Meeting, AMS Special Session

AMS Sectional Meeting AMS Special Session

Current as of Saturday, April 7, 2012 00:21:51

Associate secretaries:

Georgia Benkart, AMS benkart@math.wisc.edu

Friday March 30, 2012, 4:00 p.m.-6:50 p.m.
Special Session on Stochastic Analysis, I
Room 4008, Wescoe Hall
Organizers:
Jin Feng, University of Kansas
Yaozhong Hu, University of Kansas
David Hualart, University of Kansas nualart@math.ku.edu
- 4:00 p.m.
  A Stochastic Differential Game for the Infinity Laplacian.
  Rami Atar, Department of EE, Technion
  Amarjit Budhiraja*, University of North Carolina at Chapel Hill
  (1081-60-131)
- 5:00 p.m.
  Generalized Maliavin Calculus and Stochastic PDEs.
  Boris Rozovsky*, Brown University
  (1081-60-123)
- 6:00 p.m.
  New Results for the Stochastic PDEs of Fluid Dynamics.
  Nathan Edward Glatt-Holtz*, Indiana University
  (1081-60-385)
- 6:30 p.m.
  An approximation scheme for reflected stochastic differential equations.
  Lawrence Christopher Evans*, University of Missouri, Columbia
  (1081-60-60)

Saturday March 31, 2012, 8:00 a.m.-10:50 a.m.
Special Session on Stochastic Analysis, II
Room 4008, Wescoe Hall
Organizers:
Jin Feng, University of Kansas
Yaozhong Hu, University of Kansas
David Hualart, University of Kansas nualart@math.ku.edu
- 8:00 a.m.
  The calculus of differentials for the weak Stratonovich integral.
  Jason Swanson*, University of Central Florida
  (1081-60-237)
- 9:00 a.m.
  Taylor expansion for the solution of a stochastic differential equation driven by fractional Brownian motions.
  Fabrice Baudoin*, Purdue University
  Xuejing Zhang, Purdue University
  (1081-60-62)
- 10:00 a.m.
  Approximation schemes of the solution of a stochastic differential equation driven by fractional Brownian motion.
  Xiaoming Song*, Department of Statistics and Operations Research, University of North Carolina at Chapel Hill
  (1081-60-346)
- 10:30 a.m.
  Central limit theorem for an additive functional of the fractional Brownian motion.
  Yaozhong Hu, Department of Mathematics University of Kansas
  David Nualart, Department of Mathematics University of Kansas
  Fangjun Xu*, Department of Mathematics University of Kansas
  (1081-60-95)

Saturday March 31, 2012, 2:30 p.m.-4:20 p.m.
Special Session on Stochastic Analysis, III
Room 4008, Wescoe Hall
Organizers:
Jin Feng, University of Kansas
Yaozhong Hu, University of Kansas
David Hualart, University of Kansas nualart@math.ku.edu
- 2:30 p.m.
  The Multifactor Term Structure of Interest Rates under Regime Shifts and Levy Jumps.
  Xiangdong Liu, Jinan University
  Chris Evans, The University of Missouri
  Shu Wu, University of Kansas
  Yong Zeng*, University of Missouri at Kansas City
  (1081-60-182)
- 3:30 p.m.
  Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions.
  Jian Song*, Math Dept, Rutgers University
  (1081-60-341)
- 4:00 p.m.
  Convergence of Probability Densities of Some Nonlinear Functionals of Gaussian Processes.
  Yaozhong Hu, University of Kansas
  Fei Lu*, University of Kansas
  David Nualart, University of Kansas
  (1081-60-324)

Sunday April 1, 2012, 8:00 a.m.-10:20 a.m.
Special Session on Stochastic Analysis, IV
Room 4008, Wescoe Hall
Organizers:
Jin Feng, University of Kansas
Yaozhong Hu, University of Kansas
David Hualart, University of Kansas nualart@math.ku.edu
- 8:00 a.m.
  Least squares estimator for discretely observed stochastic processes driven by additive small Levy noises.
  Hongwei Long*, Florida Atlantic University
  Yasutaka Shimizu, Osaka University
  Wei Sun, Concordia University
  (1081-60-306)
- 9:00 a.m.
  Well-posedness of the martingale problem for superprocess with interaction.
  Jie Xiong*, University of Tennessee
  (1081-60-82)
- 10:00 a.m.
  Joint Parameter Estimation of Ornstein-Uhlenbeck SDEs driven by Fractional Brownian Motion.
  Luis A. Barboza*, Department of Statistics, Purdue University
  (1081-62-327)