AMS Sectional Meeting AMS Special Session
Current as of Sunday, October 28, 2012 00:28:15
Inquiries: meet@ams.org
Fall Central Sectional Meeting
University of Akron, Akron, OH
October 20-21, 2012 (Saturday - Sunday)
Meeting #1084
Associate secretaries:
Georgia Benkart, AMS benkart@math.wisc.edu
Special Session on Stochastic Processes and Applications
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Saturday October 20, 2012, 2:30 p.m.-4:50 p.m.
Special Session on Stochastic Processes and Applications, I
Room 305, Leigh Hall
Organizers:
Oana Mocioalca, Kent State University oana@math.kent.edu
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2:30 p.m.
Pricing of Swing Options: A Monte Carlo Simulation Approach.
Kai-Siong Leow*, Kent State University
(1084-90-358) -
3:00 p.m.
Discussion -
3:30 p.m.
Discussion -
4:00 p.m.
Discussion -
4:30 p.m.
Discussion
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2:30 p.m.
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Sunday October 21, 2012, 8:00 a.m.-10:50 a.m.
Special Session on Stochastic Processes and Applications, II
Room 305, Leigh Hall
Organizers:
Oana Mocioalca, Kent State University oana@math.kent.edu
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8:00 a.m.
Information on Jump Sizes and Hedging.
Kiseop Lee*, University of Louisville
Wanmo Kang, KAIST, Korea
(1084-60-206) -
8:30 a.m.
Diffusion Models with Pre-specified Dirichlet Marginal Distribution.
Lu Chen*, Kent State University
Omar De la Cruz Cabrera, Case Western Reserve University
Oana Mocioalca, Kent State University
(1084-60-368) -
9:00 a.m.
On Zero-Sum Stochastic Differential Games.
Song Yao*, University of Pittsburgh
Erhan Bayraktar, University of Michigan
(1084-60-347) -
9:30 a.m.
On the SPRT for exponential random variables.
Patrick W Starvaggi*, Kent State University
(1084-60-323) -
10:00 a.m.
Discussion
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8:00 a.m.
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Sunday October 21, 2012, 1:30 p.m.-4:20 p.m.
Special Session on Stochastic Processes and Applications, III
Room 305, Leigh Hall
Organizers:
Oana Mocioalca, Kent State University oana@math.kent.edu
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1:30 p.m.
Some inequalities for norms of Poissonian Wick Products (joint work with Alberto Lanconelli, University of Bari, Italy).
Aurel Iulian Stan*, The Ohio State University at Marion
(1084-60-354) -
2:00 p.m.
The Mean Euler Characteristic and Excursion Probability of Gaussian Random Fields with Stationary Increments.
Dan Cheng*, Michigan State University
Yimin Xiao, Michigan State University
(1084-60-311) -
2:30 p.m.
Quasi-Birth-and-Death-Processes with time-varying periodic rates.
Barbara Margolius*, Cleveland State University
(1084-60-294) -
3:00 p.m.
Large and Moderate Deviations for Some Measure-Valued Processes.
Parisa Fatheddin*, University of Tennessee
Jie Xiong, University of Tennessee
(1084-60-14) -
3:30 p.m.
Metrics on Signed Measures and the Hahn-Jordan Decomposition for Signed Measure Valued Stochastic Partial Differential Equations.
Peter M. Kotelenez*, Case Western Reserve University
(1084-60-343)
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1:30 p.m.
Inquiries: meet@ams.org