PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Manfred Denker, Anna Mazzucato, Mari Royer, Victor Nistor, Alexei Novikov.

Title:Characterization of stationary distributions of reflected diffusions
Seminar:Probability and Financial Mathematics Seminar
Speaker:Weining Kang, University of Maryland
Abstract:
In this talk I will focus on a characterization of stationary distributions of reflected diffusions that arise as approximations to stochastic systems commonly from telecommunications and manufacturing, etc. I will describe the extended Skorokhod problem formulation and the submartingale problem formulation of the class of reflected diffusions and explore their connections. Also I will discuss how their connections can be used to give a characterization of their stationary distributions and how this characterization can be used to compute those stationary distributions. Some additional applications of this characterization will also be discussed.

Room Reservation Information

Room Number:MB106
Date:11 / 21 / 2014
Time:03:35pm - 04:35pm