Fall 2015 Brown Probability Seminar, Division of Applied Mathematics

Organizer: David Lipshutz. Click on a title to display the associated abstract. Non-standard seminar times and locations are emphasized in bold.

Tuesday, September 8, 2015, 11 a.m., Room 110:
William McEneaney, University of California, San Diego.
Stationary action and a diffusion representation for the Schrodinger equation.

Tuesday, September 15, 2015, 11 a.m., Room 110:
Daniel Hernández-Hernández, CIMAT.
Singular control and stopping problems for Lévy processes.

Friday, October 2, 2015, 9 a.m. – 5 p.m., Microsoft Research, Cambridge, MA:
Charles River Lectures on Probability Theory and Related Topics.

Tuesday, October 6, 2015, 11 a.m., Room 110:
Mohammadreza Agajani, Brown University.
PDE method for randomized load balancing networks.

Tuesday, October 13, 2015, 11 a.m., Room 110:
Natesh Pillai, Harvard University.
Mixing times for a constrained Ising process on the torus at low density.

Tuesday, October 27, 2015, 11 a.m., Room 110:
Rama Cont, Imperial College London.
Kolmogorov without Markov: Path-dependent Kolmogorov equations.

Thursday, November 5, 2015, 11 a.m., Room 110:
Daniel Lacker, Brown University.
Mean field limits for stochastic differential games.

Tuesday, November 10, 2015, 11 a.m., Room 110:
Shuenn-Jyi Sheu, National Central University.
Merton optimal consumption problems in incomplete markets.

Thursday, November 19 – Friday, November 20, 2015, Courant Institute, New York, NY:
Northeast Probability Seminar.

Tuesday, December 1, 2015, 11 a.m., Room 110:
Douglas Rizzolo, University of Delaware.
Random flight processes in external fields.

Tuesday, December 15, 2015, 11 a.m., Room 110:
Nawaf Bou-Rabee, Rutgers University, Camden.
Markov chain approximation methods for the numerical solution of stochastic differential equations.