AMS :: Fall Southeastern Sectional Meeting, AMS Special Session

AMS Sectional Meeting AMS Special Session

Current as of Sunday, October 1, 2017 03:30:04

Associate secretaries:

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

Saturday September 23, 2017, 8:00 a.m.-10:50 a.m.
Special Session on Stochastic Analysis and Applications, I
Room 212, Classroom Building 1
Organizers:
Hongwei Long, Florida Atlantic University
Jiongmin Yong, University of Central Florida Jiongmin.Yong@ucf.edu
- 8:00 a.m.
  Mean-Variance Portfolio Selection for Partially-Observed Point Processes.
  Xiangdong Liu, Jinan University
  Jie Xiong, University of Macau
  Yong Zeng*, University of Missouri at Kansas City and NSF
  shuaiqi Zhang, Guangdong University of Technology
  (1133-60-178)
- 8:30 a.m.
  A jump threshold approach to credit risk.
  Alec N Kercheval*, Florida State University
  (1133-91-70)
- 9:00 a.m.
  Exchangeable branching processes in filtering and finance.
  Michael A Kouritzin*, University of Alberta
  (1133-60-109)
- 9:30 a.m.
  Does the Fed make mistakes?
  Haimei Shao*, BB&T
  Jiongmin Yong, University of Central Florida
  (1133-93-142)
- 10:00 a.m.
  Portfolio Optimization with Stochastic Volatility and Stochastic Dividend.
  Tao Pang*, NC State University
  (1133-60-330)
- 10:30 a.m.
  Hydrodynamic limit for the Bak-Sneppen branching diffusions.
  Ilie Grigorescu*, University of Miami
  (1133-60-83)

Saturday September 23, 2017, 3:00 p.m.-5:50 p.m.
Special Session on Stochastic Analysis and Applications, II
Room 212, Classroom Building 1
Organizers:
Hongwei Long, Florida Atlantic University
Jiongmin Yong, University of Central Florida Jiongmin.Yong@ucf.edu
- 3:00 p.m.
  Density of parabolic Anderson random field.
  Yaozhong Hu*, University of Alberta at Edmonton
  Khoa Le, University of Alberta at Edmonton
  (1133-60-300)
- 3:30 p.m.
  Hunt's hypothesis (H) and Getoor's conjecture.
  Wei Sun*, Concordia University
  (1133-60-133)
- 4:00 p.m.
  Asymptotic Behavior of a Class of SPDEs.
  Parisa Fatheddin*, Air Force Institute of Technology
  P. Sundar, Louisiana State University
  Jie Xiong, University of Macau
  (1133-60-51)
- 4:30 p.m.
  Convergence Rates of Diffusions.
  Andrey Sarantsev*, University of California, Santa Barbara
  Tomoyuki Ichiba, University of California, Santa Barbara
  (1133-60-104)
- 5:00 p.m.
  Scaling Limits for Large Stochastic Networks.
  Amarjit Budhiraja*, University of North Carolina at Chapel Hill
  (1133-60-92)
- 5:30 p.m.
  Time Sensitive Analysis of d-dim Independent and Stationary Increment Processes.
  Ryan T. White*, Florida Institute of Technology
  (1133-60-302)

Sunday September 24, 2017, 8:00 a.m.-10:50 a.m.
Special Session on Stochastic Analysis and Applications, III
Room 212, Classroom Building 1
Organizers:
Hongwei Long, Florida Atlantic University
Jiongmin Yong, University of Central Florida Jiongmin.Yong@ucf.edu
- 8:00 a.m.
  Fluctuation Analysis in Queues with Several Operational Modes and Priority Customers.
  Eugune H. Dshalalow, Florida Institute of technology- Melbourne FL
  Ahmed I. Merie*, Florida Institute if technology
  (1133-60-58)
- 8:30 a.m.
  Modulated Random Measures On Hausdorff Topological Spaces.
  Jewgeni H. Dshalalow, Florida Institute of Technology
  Ali Hussein Mahmood Al-Obaidi*, Florida Institute of Technology
  (1133-60-72)
- 9:00 a.m.
  Continuous Time Interpolation of Marked Random Measures and their Applications.
  Jewgeni H Dshalalow, Florida Institute of Technology
  Kizza M Nandyose*, Florida Institute of Technology
  (1133-60-158)
- 9:30 a.m.
  Stochastic Game Models for Cyber Security.
  Kandethody M Ramachandran*, University of South Florida
  (1133-60-139)
- 10:00 a.m.
  An Approximation Scheme for Impulse Control with Random Reaction Periods.
  Sandun Perera, University of Michigan-Flint
  Hongwei Long*, Florida Atlantic University
  (1133-60-296)
- 10:30 a.m.
  Time-Inconsistent Optimal Control Problems.
  Jiongmin Yong*, University of Central Florida
  (1133-49-345)