Apr
13
Wiener Measure and Wiener Shift for Stochastic Dynamical Systems
Event Topic Stochastic & Multiscale Modeling and Computation
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Apr
5
Inverse Problems for Stochastic PDEs Driven by Multiplicative Fractional Noise
Description We will focus on estimating the drift coefficient and the Hurst parameter for some parabolic SPDEs driven by multiplicative fractional noise. Using the singularity of the probability...
Mar
15
Random Dynamical Systems with Non-Gaussian Noises
Description Gaussian processes, such as Brownian motion, have been widely used in modeling fluctuations, while some complex phenomena in engineering and science involve non-Gaussian Levy motions. Thus...
Mar
1
Xiaofan Li
Event Topic Stochastic & Multiscale Modeling and Computation
Feb
22
The Congestion Control Modeling in Satellite Networks
Description Congestion control algorithms were implemented for the internet about two decades ago, however mathematical models of congestion control are relatively newer. This seminar mainly presents...
Feb
19
On the Fractional Calculus
Speaker Changpin Li Utah State University http://directory.usu.edu/aggie/698e44/ Description In this talk, we firstly recall the simple history of fractional calculus then introduce the definitions of...
Feb
4
A Hybrid Simulation of Continuum and Molecular Dynamics for Super-Hydrophobics
Description Micro- and nano-fluidics involve a broad range of scales from the atomic scales to the continuum ones. A full molecular dynamics simulation is able to simulate the fluid flows at the micro...
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
Apr
4
Risk Measures and Nonlinear Expectations
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning Stochastic & Multiscale Modeling and Computation