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Upcoming Events

Hyun-Jung Kim - Department of Applied Mathematics, Illinois Institute of Technology
Apr 23, 2019 - 11:25am to 12:45pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 103
In this talk, statistical properties of stochastic evolution equations driven by space-only noise, either additive or multiplicative, are discussed. The structure of the observations coming from these equations leads to an interesting interplay between classical and non-traditional statistical... read more
Tue.
Apr 23
Frederi Viens - Department of Statistics and Probability, Michigan State University
Apr 29, 2019 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
TBA
Mon.
Apr 29
Sergey Nadtochiy - Department of Applied Mathematics, Illinois Institute of Technology
Apr 30, 2019 - 11:25am to 12:45pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 103
TBA
Tue.
Apr 30

Event Archive

Shi Jin - Institute of Natural Sciences, Shanghai Jiao Tong University
Apr 19, 2019 - 12:45pm to 1:45pm
Department of Applied Mathematics - Colloquia - Pritzker Science Center, Room 111
Hypocoercivity based analysis is a powerful tool for kinetic equations which allows one to understand the regularity and long-time behavior of both linear and nonlinear kinetic equations, despite that kinetic operators are degeneratedly dissipative. We extend such analysis to linear and... read more
Fri.
4/19/19
Jaksa Cvitanic - Division of The Humanities and Social Sciences, California Institute of Technology
Apr 16, 2019 - 11:25am to 12:45pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 103
We study the optimal design of a menu of funds by a manager who is required to use linear pricing and does not observe the beliefs of investors regarding one of the risky assets. The optimal menu involves bundling of assets and can be explicitly constructed from the solution to a calculus of... read more
Tue.
4/16/19
Jaksa Cvitanic - Division of The Humanities and Social Sciences, California Institute of Technology
Apr 15, 2019 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
We consider a stochastic tournament game in which each player is rewarded based on her rank in terms of the completion time of her own task and is subject to cost of effort. When players are homogeneous and the rewards are purely rank dependent, the equilibrium has a surprisingly explicit... read more
Mon.
4/15/19

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