American Mathematical Society

AMS Sectional Meeting AMS Special Session

Current as of Friday, April 3, 2015 03:30:09

Associate secretaries:

Brian D. Boe, AMS brian@math.uga.edu

Friday March 27, 2015, 3:00 p.m.-4:20 p.m.
Special Session on Stochastic Analysis and Applications, I
Room 222, Business Administration Building
Organizers:
Parisa Fatheddin, University of Alabama in Huntsville Parisa.Fatheddin@uah.edu
- 3:00 p.m.
  Volatility, Variance and Covariance swaps for Lévy process driven financial market.
  Indranil SenGupta*, North Dakota State University
  Semere Habtemicael, North Dakota State University
  (1109-60-46)
- 3:30 p.m.
  An approximate formula for option pricing under a stochastic volatility model with two noises.
  Ibukun O.O. Amusan*, Kentucky State University
  (1109-60-315)
- 4:00 p.m.
  Large and Moderate Deviations and Central Limit Theorem for A Class of SPDEs.
  Parisa Fatheddin*, University of Alabama, Huntsville
  Jie Xiong, University of Macau
  (1109-60-108)

Saturday March 28, 2015, 8:00 a.m.-10:50 a.m.
Special Session on Stochastic Analysis and Applications, II
Room 222, Business Administration Building
Organizers:
Parisa Fatheddin, University of Alabama in Huntsville Parisa.Fatheddin@uah.edu
- 8:00 a.m.
  Stochastic Dynamic Modeling, Method and Applications.
  Gangaram S Ladde*, University of South Florida
  (1109-92-239)
- 8:30 a.m.
  On integration with respect to the $q$-Brownian motion.
  Wlodek Bryc*, University of Cincinnati
  (1109-60-43)
- 9:00 a.m.
  Homogenization of the stochastic Navier-Stokes equation in perforated domains.
  Hakima Bessaih*, University of Wyoming, Department of Mathematics.
  Florian Maris, King Abdullah University of Science and Technology,CEMSE Division
  Yalchin Efendiev, Texas A&M
  (1109-35-53)
- 9:30 a.m.
  Alfvenic fluctuations and Alfven Simple Waves in the Solar Wind.
  Gary Webb*, University of Alabama, Huntsville
  Qiang Hu, University of Alabama, Huntsville
  Gang Li, University of Alabama, Huntsville
  (1109-60-132)
- 10:00 a.m.
  McKean -Vlasov equations with jumps and associated PDEs in statistical physics.
  P. Sundar*, Louisiana State University
  Sergio Albeverio, Univ. Bonn
  Barbara Ruediger, Bergische Univ. Wuppertal
  (1109-60-238)
- 10:30 a.m.
  Modeling the radiation quality factor as a linear 'time'-dependent Ornstein-Uhlenbeck process.
  A. F. Barghouty*, Astrophysics Office, NASA-Marshall Space Flight Center
  (1109-60-152)

Saturday March 28, 2015, 3:00 p.m.-5:50 p.m.
Special Session on Stochastic Analysis and Applications, III
Room 222, Business Administration Building
Organizers:
Parisa Fatheddin, University of Alabama in Huntsville Parisa.Fatheddin@uah.edu
- 3:00 p.m.
  Stationary Distribution of an SPDE Associated with a Many-Server Queue.
  Kavita Ramanan*, Brown University
  Mohammadreza Aghajani, Brown University
  (1109-60-145)
- 3:30 p.m.
  Explicit Optimal Controls for Some Stochastic Control Problems.
  Tyrone E. Duncan*, University of Kansas
  (1109-60-83)
- 4:00 p.m.
  Large deviations for additive functionals of Markov processes and applications.
  Adina Oprisan*, Barry University
  Andrzej Korzeniowski, University of Texas at Arlington
  (1109-60-101)
- 4:30 p.m.
  Limit Cycles with Random Perturbations Involving Fast Switching and Small Diffusion.
  Dang Hai Nguyen, Wayne State University
  Nguyen Huu Du, Hanoi National University
  George Yin*, Wayne State University
  (1109-60-77)
- 5:00 p.m.
  Intermittency for a family of parabolic and hyperbolic SPDEs driven by fractional noise.
  Raluca M Balan, University of Ottawa
  Daniel Conus*, Lehigh University
  (1109-60-296)
- 5:30 p.m.
  A Hölder-Young inequality for norms of generalized Gaussian Wick products.
  Aurel Iulian Stan*, The Ohio State University at Marion
  (1109-60-60)