Previous UIUC Stochastic Analysis Seminars
1996
August 8
Professor Yaozhong Hu,
University of California, Irvine
Interpolation inequalities for the Ornstein-Uhlenbeck operator
September 3
Professor Rodrigo Banuelos,
Purdue University
Extremal problems arising from exit times of Brownian motion
September 10
Professor Robert Kaufman,
University of Illinois at Urbana-Champaign
Sobolev spaces, packing dimensions, and a random process
September 17
Professor Bjorn Schmalfuß,
University of Bremen
Attractors for Random Dynamical Systems
September 24
Professor Burgess Davis,
Purdue University
Self-interacting random walks
October 1
Arthur
Lindeman II,
Purdue University
Martingales and the Beurling-Ahlfors transform
October 8
Robert Bauer
Observability in real-time target tracking
October 15
Professor Richard Sowers,
University of Illinois at Urbana-Champaign
Some probabilistic thoughts about mean curvature
October 22
Professor Thaleia Zariphopoulou,
University of Wisconsin-Madison
Stochastic Control Methods in Derivative Pricing
October 29
Professor Mihail
Kolountzakis, University of Illinois at Urbana-Champaign
Infinite patterns that can be avoided by measure
November 5
Professor P.R. Kumar,
Coordinated Science
Laboratory, University of Illinois at Urbana-Champaign
Quasi-statically cooled Markov chains
November 12
Professor Salah-Eldin Mohammed,
Southern Illinois University
Growth Rates for Solutions of Stochastic Delay Equations
November 19
Professor Philip Protter,
Purdue University
An extension of Ito's formula
December 5 (Mathematics Colloquium, 4:00, 314 Altgeld Hall)
Professor Kai Lai Chung,
Stanford University
Probability and Doob
1997
January 14
Professor Renming Song,
University of Michigan (Ann Arbor)
Directed Polymers in Random Environments
February 18
Professor Elton Hsu,
Northwestern University
Martingale representation and logarithmic Sobolev inequalities
February 25
Professor N. V. Krylov (tentative),
University of Minnesota
On a result of C. Mueller and E. Perkins
March 4
Professor Frank Knight,
University of Illinois at Urbana-Champaign
On a Brownian problem of Pitman and Yor, I.
March 11
Professor Frank Knight,
University of Illinois at Urbana-Champaign
On a Brownian problem of Pitman and Yor, I.
March 18
Professor Vivek Borkar, Indian Institute of Science
Average cost control of stochastic differential
equations
April 15
Professor Jin Ma,
Purdue University
Backward Stochastic Partial Differential Euqations with
Applications to Finance
April 22
Mr. David Ford,
Department of Theoretical
and Applied Mathematics
Averaging the Navier-Stokes Equation
September 16
Professor Renming Song,
Department of Mathematics
Estimates on the Green function and Poisson kernels of symmetric stable processes.
September 30
Professor Jeff Collamore,
Department of Statistics
Large deviation estimates for first passage times
in Euclidean space
November 10
Professor Peter Imkeller,
Humboldt University of Berlin
Rotation numbers for stochastic differential equations
November 17 (Monday, 4 P.M., Altgeld 445)
Professor Alok Goswami,
Indiana University
Random continued fractions and an analysis of their equilibrium distribution
UIUC
Stochastic and Nonlinear Analysis Seminar Page
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Department of Mathematics
University of Illinois at
Urbana-Champaign