AMS Sectional Meeting AMS Special Session
Current as of Sunday, March 30, 2014 00:22:10
Special Event or Lecture · Inquiries: meet@ams.org
Southeastern Spring Sectional Meeting
University of Tennessee, Knoxville, Knoxville, TN
March 21-23, 2014 (Friday - Sunday)
Meeting #1097
Associate secretaries:
Brian D. Boe, AMS brian@math.uga.edu
Special Session on Stochastic Processes and Related Topics
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Friday March 21, 2014, 3:00 p.m.-4:50 p.m.
Special Session on Stochastic Processes and Related Topics, I
Room 334, Buehler Hall
Organizers:
Jan Rosinski, University of Tennessee, Knoxville
Jie Xiong, University of Tennessee, Knoxville jxiong@math.utk.edu
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3:00 p.m.
Multiplicative stochastic heat equations driven by general Gaussian noises and intermittency.
Yaozhong Hu*, University of Kansas
Jingyu Huang, University of Kansas
David Nualart, University of Arkansas at Little Rock
Samy Tindel, Institut Élie Cartan Nancy, Université de Nancy 1
(1097-60-204) -
3:30 p.m.
Numerical approximations of stochastic differential equations driven by Levy processes.
Ernest Jum*, University of Tennessee Knoxville
Jan Rosinski, University of Tennessee Knoxville
(1097-60-424) -
4:00 p.m.
SDEs driven by a time-changed Lévy process and associated fractional order Kolmogorov-type equations.
Kei Kobayashi*, University of Tennessee, Knoxville
(1097-60-258) -
4:30 p.m.
Stochastic Navier-Stokes equations in exterior domains.
P. Sundar*, Louisiana State University
(1097-60-294)
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3:00 p.m.
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Saturday March 22, 2014, 8:00 a.m.-10:50 a.m.
Special Session on Stochastic Processes and Related Topics, II
Room 334, Buehler Hall
Organizers:
Jan Rosinski, University of Tennessee, Knoxville
Jie Xiong, University of Tennessee, Knoxville jxiong@math.utk.edu
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8:00 a.m.
Moderate Deviations Principles for Stochastic Dynamical Systems.
Amarjit Budhiraja*, University of North Carolina at Chapel Hill
Paul Dupuis, Brown University
Arnab Ganguly, University of Louisville
(1097-60-157) -
8:30 a.m.
Large and Moderate Deviations for a Class of SPDEs.
Parisa Fatheddin*, University of Tennessee
Jie Xiong, University of Tennessee
(1097-60-17) -
9:00 a.m.
Invariant densities for piecewise deterministic Markov processes.
Tobias Hurth*, Georgia Institute of Technology
(1097-60-224) -
9:30 a.m.
Central limit theorems for supercritical branching Markov processes.
Yan-Xia Ren, Peking University
Renming Song*, University of Illinois
Rui Zhang, Peking University
(1097-60-48) -
10:00 a.m.
Scaling limits for conditional diffusion exit problems, and asymptotics for nonlinear elliptic equations.
Yuri Bakhtin, Georgia Institute of Technology
Andrzej Swiech*, Georgia Institute of Technology
(1097-60-164) -
10:30 a.m.
Weak convergence to the maximum process of fractional Brownian motion with shot noise.
Yizao Wang*, University of Cincinnati
(1097-60-191)
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8:00 a.m.
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Saturday March 22, 2014, 2:30 p.m.-5:20 p.m.
Special Session on Stochastic Processes and Related Topics, III
Room 334, Buehler Hall
Organizers:
Jan Rosinski, University of Tennessee, Knoxville
Jie Xiong, University of Tennessee, Knoxville jxiong@math.utk.edu
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2:30 p.m.
Properties of tempered stable distributions.
Michael Grabchak*, University of North Carolina at Charlotte
(1097-60-86) -
3:00 p.m.
Some invariance properties involving stochastic integrals with respect to Lévy and related processes.
Olav Kallenberg*, Auburn University
(1097-60-247) -
3:30 p.m.
Complements to the tail probabilities of the "centered" strictly 1-semi-stable/stable random vectors.
Balram S Rajput*, University of Tennessee, Knoxville
(1097-60-419) -
4:00 p.m.
Cylindrical L{é}vy processes in Banach spaces and Hilbert spaces.
Markus Riedle*, King's College London, UK
David Applebaum, University of Sheffield
Adam Jakuboswki, Nicolaus Copernicus University, Torun
(1097-60-266) -
4:30 p.m.
Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion.
Krzysztof Burdzy, University of Washington
David Nualart, University of Kansas
Jason Swanson*, University of Central Florida
(1097-60-481) -
5:00 p.m.
Local Nondeterminism and Sample Path Properties of Stable Random Fields.
Yimin Xiao*, East Lansiing
(1097-60-42)
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2:30 p.m.
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Sunday March 23, 2014, 8:00 a.m.-11:20 a.m.
Special Session on Stochastic Processes and Related Topics, IV
Room 334, Buehler Hall
Organizers:
Jan Rosinski, University of Tennessee, Knoxville
Jie Xiong, University of Tennessee, Knoxville jxiong@math.utk.edu
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8:00 a.m.
Conditional Total Frequency Counts of the Ewens-Pitman Model.
Shui Feng*, McMaster University, Canada
(1097-60-131) -
8:30 a.m.
Some Recent Results on Certain Stochastic Predator-Prey Models.
N. H. Du, Hanoi National University
N. H. Dang, Wayne State University
G. Yin*, Wayne State University
(1097-60-233) -
9:00 a.m.
Real-time Stochastic Volatility Estimation via Filtering Equation of a Partially-Observed Heston Model for Ultra-High Frequency Data.
Brent Bundick, Boston College
Yong Zeng*, University of Missouri at Kansas City
(1097-60-329) -
9:30 a.m.
Pairs trading.
Qing Zhang*, Department of Mathematics, Univ of Georgia, Athens, GA 30602
Qingshuo Song, City University of Hong Kong
(1097-93-23) -
10:00 a.m.
Evolutions of polynomials generated by quadratic harnesses.
Wlodek Bryc*, University of Cincinnati
Jacek Wesolowski, Warsaw University of Technology
(1097-60-229) -
10:30 a.m.
Lévy-Khnitchine random matrix ensembles and Poisson weighted infinite forests.
Paul H. Jung*, University of Alabama Birmingham
(1097-60-85) -
11:00 a.m.
On the universality of the limiting spectral distribution for a large class of random matrices with correlated entries.
Florence Merlevède, Université Paris Est, France
Marwa Banna, Université Paris Est, France
Magda Peligrad*, University of Cincinnati
(1097-60-65)
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8:00 a.m.
Inquiries: meet@ams.org