Organizer: David Lipshutz. Click on a title to display the associated abstract. Non-standard seminar times and locations are emphasized in bold.
Tuesday, February 24, 2015, 11 a.m., Room 110:
Jose Blanchet, Columbia University.
Exact sampling and multilevel Monte Carlo for multidimensional reflected Brownian motion.
Tuesday, March 10, 2015, 11 a.m., Room 110:
Iddo Ben-Ari, University of Connecticut.
Efficient coupling for diffusion with redistribution.
Tuesday, March 17, 2015, 11 a.m., Room 110:
Salah Mohammed, Southern Illinois University.
Dynamics of singular stochastic differential equations.
Tuesday, March 31, 2015, 11 a.m., Room 110:
Ilya Zaliapin, University of Nevada, Reno.
Horton and Tokungaga self-similarity for random trees: empirical evidence and rigorous results.
Tuesday, April 7, 2015, 11 a.m., Room 110:
Malwina Luczak, Queen Mary, University of London.
Extinction times in the stochastic logistic epidemic.
Tuesday, April 14, 2015, 11 a.m., Room 110:
Mykola Portenko, Institute of Mathematics of Ukrainian National Academy of Sciences.
On single-layer potentials for one class of pseudo-differential equations.
Tuesday, April 21, 2015, 10 a.m., 180 George St., Room 106:
Sergey Lototsky, University of Southern California.
Laplace transform and small ball probabilities for quadratic functions of Gaussian diffusions.
Tuesday, April 21, 2015, 11 a.m., 180 George St., Room 106:
Rachel Kuske, University of British Columbia.
Interactions of noise and discontinuities: sensitivities and qualitative changes.