Feb
12
Large deviations for stochastic systems driven by non-Gaussian Levy noise
Event Topic Stochastic & Multiscale Modeling and Computation
Events Archive
Find an Event
Currently selected filters
- Multiscale Modeling and Computation
- Applied Mathematics
Nov
26
Exponential Stability for a Hyperbolic Thermoelastic Contact Problem
Event Topic Stochastic & Multiscale Modeling and Computation
Nov
12
Deviation, Ergodicity, and Reduction for Stochastical Dynamical Systems
Event Topic Stochastic & Multiscale Modeling and Computation
Oct
29
Jie Shen
Event Topic Stochastic & Multiscale Modeling and Computation
Oct
8
Applications of Malliavin Calculus to Random Field Regularity, to Fractional Brownian Integration, and Beyond
Speaker Fredei Viens Purdue University http://www.stat.purdue.edu/~viens/ Description Malliavin's derivative operator is an exceedingly useful tool in probability theory, stochastic analysis, and...
Oct
2
Combinatorial Analysis of Geographical Threshold Graphs
Description We analyze the structure of random graphs generated by the geographic threshold model. The model is a generalization of random geometric graphs. Nodes are distributed in space, and edges...
Sep
27
Coherent Structures in Geophysical Turbulence
Speaker Jeffrey Weiss University of Colorado, Boulder http://atoc.colorado.edu/people/weiss/ Description Large scale atmospheric and oceanic flows are extremely turbulent and are strongly influenced...
Aug
27
Risk Measures with Comonotonic Subadditivity and Respecting Stochastic Orders
Speaker Jia-an Yan Institute of Applied Mathematics Beijing, China http://www.amt.ac.cn/member/yanjiaan/index.html Description Taking subadditivity as a main axiom, Artzner et al. (1997, 1999)...
Apr
25
Markov Copulae and applications in finance
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning Stochastic & Multiscale Modeling and Computation
Apr
24
Tsallis Statistics - A New Paradigm In Statistical Mechanics With Applications in Finance
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning Stochastic & Multiscale Modeling and Computation