Seminar on Stochastic Processes 2017
Restaurants & Hotels
Short talks and posters
Short talks sessions
Amber Puha (California State University, San Marcos) "Asymptotically optimal scheduling for many server queues with abandonment" (Joint with Amy Ward, Marshall School of Business, USC)
Noah Forman (University of Washington) "Diffusions on a space of interval partitions"
Wenjian Liu (CUNY) "Ross Recovery in Continuous Time"
Abdelmalek Abdesselam (University of Virginia) "On a toy model for three-dimensional conformal probability"
Zsolt Pajor-Gyulai (Courant) "Noise induced rare transitions along heteroclinic networks"
Joe Chen (Colgate University) "Limit shapes of internal DLA on fractal graphs"
Andrey Sarantsev (University of California, Santa Barbara) "Competing Brownian particles"
Ioannis Panageas (MIT and SUTD: CS and ESD) "Evolutionary Dynamics in finite populations mix rapidly"
Dimitri Papadimitriou (Nokia - Bell Labs) "Stochastic Delay Differential Equation Modeling of Neural Networks"
Wai Fan (University of Wisconsin-Madison) "Stochastic reaction diffusion equations on graphs"
Christian Keller (University of Michigan) "Fully nonlinear stochastic and rough PDEs: Classical and viscosity solutions"
Jingyu Huang (University of Utah) "Dense blowup for parabolic SPDEs"
Michael Perlmutter (UNC Chapel Hill) "Martingale Transforms and Singular Integrals"
Tai-Ho Wang (Baruch College, CUNY) "Bridge representation and modal-path approximation"
Han Liang Gan (Northwestern University) "Dirichlet approximation for stationary distributions of genetic drift models"
Lingjiong Zhu (Florida State University) "Variational Approximations for an Exponential Random Graph Model"
Qi Feng (University of Connecticut) "Stochastic analysis on totally geodesic foliations"
Tushar Vaidya (ESD Singapore University of Technology and Design) "Volatility smiles and learning agents"
Zhixin Yang (Ball State University) "Quantile credibility model with common effects"
Hongjuan Zhou (University of Kansas) "Parameter estimation for fractional Ornstein Uhlenbeck processes"
Abdullah Karakuş (Koç University) "Correlated Coalescing Brownian Flows on R and the Circle"
Yerkin Kitapbayev (Boston University) "Optimal Mean-Reverting Spread Trading: Nonlinear Integral Equation Approach" (with T. Leung)
Guodong Pang (Penn State University) "The Method of Chaining and Queueing"
Phanuel Mariano (University of Connecticut) "Functional inequalities for hypoelliptic operators using coupling"
Daniele Cappelletti (University of Wisconsin-Madison) "Long-term behaviour of stochastic reaction networks"
Arturo Jaramillo (University of Kansas) "Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion"
Ruoyu Wu (Brown University) "The Large Deviation Principle for the Giant Component in Sparse Random Graph Models"
David Lipshutz (Brown University) "Pathwise differentiability of reflected diffusions"
Huanqun Jiang (Oregon State University) "Optimal barrier strategy of divident payment problem for spectrally negative Levy process discounted by a class of exponential Levy processes"
Jebessa Mijena (Georgia College & State University) "Correlation structure of time-changed fractional Brownian motion"