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Events

Upcoming Events

Emma Turian, Graduate Student - Department of Applied Mathematics, Illinois Tech
Feb 16, 2016 - 12:45pm to 1:50pm
Department of Applied Mathematics - Seminar - RE 103
Tue.
Feb 16
Zhen-Qing Chen, Professor - Department of Mathematics, University of Washington
Feb 18, 2016 - 11:30am to 12:30pm
Department of Applied Mathematics - Colloquia - RE 242
In this talk, the speaker will be concerned with boundary Harnack principle for Brownian motion with jumps, a family of strong Markov processes that have both Brownian and pure jump parts. The key is to understand how these processes leave a bounded domain. Chen first establishes comparability of... read more
Thu.
Feb 18
Cheng Ouyang - Assistant Professor, Department of Mathematics, Statistics and Computer Science, University of Illinois at Chicago
Feb 22, 2016 - 4:40pm to 5:40pm
Department of Applied Mathematics - Colloquia - RE 102
In this talk, the speaker survey some of his recent results on sample path properties for SDEs driven by fractional Brownian motions, including hitting probability, Hausdorff dimension of sample paths and level sets, and existence and regularity of local times.
Mon.
Feb 22
Hannah Albert, Graduate Student - Department of Applied Mathematics, Illinois Tech
Feb 23, 2016 - 12:45pm to 1:50pm
Department of Applied Mathematics - Seminar - RE 103
Tue.
Feb 23
Yury Makarychev - Associate Professor, Toyota Technological Institute at Chicago / Department of Computer Science, University of Chicago
Feb 29, 2016 - 4:40pm to 5:40pm
Department of Applied Mathematics - Colloquia - RE 102
Mon.
Feb 29
Hualong Feng, Postdoctoral Visiting Assistant Professor - Department of Applied Mathematics, Illinois Tech
Mar 1, 2016 - 12:45pm to 1:50pm
Department of Applied Mathematics - Seminar - RE 103
Tue.
Mar 1
Jonathan Weare, Assistant Professor - Department of Statistics, James Franck Institute, and the college, The University of Chicago
Mar 7, 2016 - 4:40pm to 5:40pm
Department of Applied Mathematics - Colloquia - E1 102
Mon.
Mar 7
Meng Zhao, Graduate Student - Department of Applied Mathematics, Illinois Tech
Mar 8, 2016 - 12:45pm to 1:50pm
Department of Applied Mathematics - Seminar - RE 103
Tue.
Mar 8
Richard Magin - Distinguished Professor, Department of Bioengineering, University of Illinois at Chicago
Mar 21, 2016 - 4:40pm to 5:40pm
Department of Applied Mathematics - Colloquia - RE 102
Mon.
Mar 21
Francisco Hernandez, Graduate Student - Department of Applied Mathematics, Illinois Tech
Mar 22, 2016 - 12:45pm to 1:50pm
Department of Applied Mathematics - Seminar - RE 103
Tue.
Mar 22

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Event Archive

Samim Ghamami - Quantitative Risk Analysis Section, Reserve Bank Operations and Payment Systems
Feb 8, 2016 - 4:40pm to 5:40pm
Department of Applied Mathematics - Colloquia - RE 102
They consider risk-neutral valuation of a contingent claim under bilateral counterparty risk in a reduced-form setting similar to that of Duffie and Huang [1996]. The probabilistic valuation formulas derived under this framework cannot be usually used for practical pricing due to their recursive... read more
Mon.
2/8/16
Julienne Kabre, Graduate Student - Department of Applied Mathematics, Illinois Tech
Feb 2, 2016 - 1:00pm
Department of Applied Mathematics - Other - RE 242
The Poisson-Nernst-Planck equations are a system of nonlinear partial differential equations that describe flow of charged particles in solution. In particular, the speaker is interested in the transport of ions in the biological membrane proteins (ion channels). This work is about the design of... read more
Tue.
2/2/16
Ryan Martin, Associate Professor - Department of Mathematics, Statistics and Computer Science, University of Illinois at Chicago
Feb 1, 2016 - 4:40pm to 5:40pm
Department of Applied Mathematics - Colloquia - RE 102
Statistical methodology has made extraordinary advances in recent years, but the foundations of statistics still are not yet fully developed. In fact, basic questions such as "what is statistical inference?" lack a widely agreed-upon answer. In this talk, the speaker will present a definition of... read more
Mon.
2/1/16

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