Host Department of Applied Mathematics Speaker Yicong Huang Department of Applied Mathematics, Illinois Institute of Technology www.iit.edu/applied-math/about/phd-students Description We consider a...
Host Department of Applied Mathematics Speaker Igor Cialenco Department of Applied Mathematics, Illinois Institute of Technology http://www.math.iit.edu/~igor/ Description Over the course of two or...
Host Department of Applied Mathematics Speaker Igor Cialenco Department of Applied Mathematics, Illinois Institute of Technology http://www.math.iit.edu/~igor/ Description Over the course of two or...
Host Department of Applied Mathematics Speaker Ruoting Gong Department of Applied Mathematics, Illinois Institute of Technology Description Stochastic representation formulas establish natural...
Host Department of Applied Mathematics Speaker Igor Cialenco Department of Applied Mathematics, Illinois Institute of Technology http://www.math.iit.edu/~igor/ Description We proposed a nonlinear...
Host Department of Applied Mathematics Speaker Matthew Dixon Stuart School of Business, Illinois Institute of Technology Description The problem of estimating the dimensionality of a model occurs in...
Host Department of Applied Mathematics Speaker Professor Traian Pirvu McMaster University, Canada http://ms.mcmaster.ca/~tpirvu/ Description We investigate a one-period portfolio optimization problem...
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning
Event Topic Mathematical Finance, Stochastic Analysis, and Machine Learning
Host Applied Mathematics Description Abstract: The Laplace operator appears in the Navier-Stokes equations, the geophysical flow equations, and the equation for substance transport in fluids. It comes...
