SpeakerCheng OuyangUniversity of Illinois at Â鶹APPhttp://homepages.math.uic.edu/~couyang/ Description Fractional Brownian motion is a natural generalization of Brownian motion. Study of stochastic...
Event Topic: Computational Mathematics & Statistics
Speakerhttp://www.math.colostate.edu/~liu/ Description The group-specific antigen (Gag) protein is encoded by human immunodeficiency virus type 1 (HIV-1), which causes the Acquired Immuno Deficiency...
SpeakerAgostino CapponiPurdue Universityhttps://engineering.purdue.edu/Engr/People/NewFaculty/New_Faculty_2010 Description We consider a portfolio optimization problem in a defaultable market with...
SpeakerDaniel Stefankovic University of Rochesterhttp://www.cs.rochester.edu/~stefanko/ Description Counting problems arise in a wide variety of areas, for example, enumerative combinatorics...
Description We shall give a brief overview of basic concepts in network flows and the two classical problems of min cost and max flow. Our main focus will be the min-cost network flow with convex cost...
SpeakerDr. Samuel DrapeauHumboldt University, Germanyhttp://www2.mathematik.hu-berlin.de/~drapeau/ Description We study minimal supersolutions of convex BSDEs - related to Peng's g-expectation - which...
Description This talk will survey my efforts with coworkers to develop and analyze Monte Carlo sampling algorithms for complex (usually high dimensional) probability distributions. The algorithms can...
Event Topic: Computational Mathematics & Statistics
