Description Stochastic differential equations (SDEs) driven by non-Gaussian Levy noises have attracted much attention recently, the authors studied a scalar SDE driven by a non-Gaussian Levy motion...
SpeakerAnne ShiuUniversity of Chicagohttp://math.uchicago.edu/~annejls/ Description Chemical reaction networks are directed graphs in which each edge represents a chemical reaction. The most basic...
Systemic Risk Description Tao Chen Title: Dynamic Conic Finance Mr. Tao Chen will discuss pricing with hedging through g-expectation, and the relationship between g-expectation and dynamic risk...
Speaker Jesus De Loera Department of Mathematics University of California Davis https://www.math.ucdavis.edu/~deloera/ Description Linear programming is undeniably a central software tool of applied...
Description The talk will discuss the following topics: Various representations of coordinate rotations and properties of such matrices. Representation of rotation rates and how these rates are...
SpeakerJesus De LoeraUniversity of California, Davishttps://www.math.ucdavis.edu/~deloera/ Description Linear programming is undeniably a central software tool of applied mathematics and a source of...
