PSU Mark
Eberly College of Science Mathematics Department

Probability and Financial Mathematics Seminar (2014 Archive)

Fridays from 03:35pm to 04:35pm in MB106

3 Jan 2014 To Be Announced
10 Jan 2014 To Be Announced
17 Jan 2014 To Be Announced
24 Jan 2014Manfred Denker, PSUSubstitution Markov Chains
31 Jan 2014Alexei Novikov, PSUHomogenization driven by a fractional Brownian motion
7 Feb 2014Hongyuan Lu, PSU, Industr. & Manufact. EngineeringGaussian Limits for A Fork-Join Network with Non-Exchangeable Synchronization in Heavy Traffic
14 Feb 2014 See Math Colloquium on Thursday
21 Feb 2014Alexei Novikov, Penn StateAnomalous Diffusion in Cellular Flows
28 Feb 2014Welington Cordeiro, Fderal University of Rio de JaneiroOn C^1 diffeomorphisms, homoclinic classes and hyperbolic properties
7 Mar 2014 To Be Announced
21 Mar 2014Jason Morton, Penn State UniversityDistributions represented by restricted Boltzmann machines
28 Mar 2014 To Be Announced
4 Apr 2014Xiaofei Zheng, Penn State UniversityPerfection cocycles through stochastic differential equations
11 Apr 2014 RESERVED
18 Apr 2014Wen Cheng, JP MorganCANCELED (RESERVED)
25 Apr 2014Sandra Cerrai, University of Maryland, College Park and University of Florence, ItalyThe Smoluchowskii-Kramers approximation and the large deviation principle for SPDEs
2 May 2014Weining Kang, University of Maryland/BaltimoreTo Be Announced
9 May 2014 To Be Announced
22 Aug 2014 To Be Announced
29 Aug 2014 To Be Announced
5 Sep 2014Yuri Suhov, Penn State/University of Cambridge, UKWeighted entropy
12 Sep 2014 No meeting
19 Sep 2014Yuri Kifer, Hebrew UniversityA nonconventional local limit theorem
26 Sep 2014Yuri Suhov, Penn State/University of Cambridge, UKThe Widom--Rowlinson model and the phenomenon of allelopathy
3 Oct 2014Manfred Denker, PSUErgodicity of avalanche transformations
10 Oct 2014Jan Rosinski, University of TennesseeOn infinitely divisible semimartingales
17 Oct 2014Hongyuan Lu, PSU, Industr. & Manufact. EngineeringHeavy-traffic limits for a fork-join network in the Halfin-Whitt regime
24 Oct 2014Jason Morton, PSUWhen does a mixture of products contain a product of mixtures?
31 Oct 2014Alexei Novikov, PSUOn time inhomogeneous branching Brownian motion
7 Nov 2014Xuan Zhang, PSULimit distribution of return times to shrinking targets
14 Nov 2014Xiaofeng Zheng, PSUConvergence of stochastic processes to Brownian local time
21 Nov 2014Weining Kang, University of MarylandCharacterization of stationary distributions of reflected diffusions
28 Nov 2014 No meeting
5 Dec 2014Anirban Das, PSUA distribution for avalanche sizes in neural dynamics
12 Dec 2014 No meeting
19 Dec 2014 To Be Announced
Archives 2016, 2015, 2014, 2013, 2012, 2011