µç³µÎÞÂë

Fractional Partial Differential Equations: Modeling, Numerical Method, and Analysis

HostDepartment of Applied Mathematics Description Fractional partial differential equations (FPDEs) provide an accurate description of transport processes from many applications, which exhibit...

Graduate Student Colloquium

Understanding Umbrella Sampling Approaches to Rare Event Simulation

HostDepartment of Applied Mathematics SpeakerJonathan Weare, Assistant ProfessorDepartment of Statistics, James Franck Institute, and the college, The University of µç³µÎÞÂëhttp://www.stat.uchicago.edu...

The Grothendieck Constant Is Strictly Smaller Than Krivine's Bound

HostDepartment of Applied Mathematics SpeakerYury MakarychevAssociate Professor, Toyota Technological Institute at µç³µÎÞÂë / Department of Computer Science, University of µç³µÎÞÂëhttp://ttic.uchicago...

Sample Path Properties for SDEs Driven by Fractional Brownian Motions

HostDepartment of Applied Mathematics SpeakerCheng OuyangAssistant Professor, Department of Mathematics, Statistics and Computer Science, University of Illinois at µç³µÎÞÂëhttp://homepages.math.uic.edu...

Jump Diffusions and Non-local Operators

HostDepartment of Applied Mathematics SpeakerZhen-Qing Chen, ProfessorDepartment of Mathematics, University of Washingtonhttps://www.math.washington.edu/~zchen/ Description Transition density function...

Derivatives Pricing Under Bilateral Counterparty Risk

HostDepartment of Applied Mathematics SpeakerSamim GhamamiQuantitative Risk Analysis Section, Reserve Bank Operations and Payment Systemshttp://www.federalreserve.gov/econresdata/samim-ghamami.htm...

A Validity Condition and the Foundations of Statistical Inference

HostDepartment of Applied Mathematics SpeakerRyan Martin, Associate ProfessorDepartment of Mathematics, Statistics and Computer Science, University of Illinois at µç³µÎÞÂëhttp://homepages.math.uic.edu/...

Demand Uncertainty Reduces Market Power and Enhances Welfare

HostDepartment of Applied Mathematics SpeakerKrzysztof OstaszewskiIllinois State Universityhttps://math.illinoisstate.edu/krzysio/ Description Classical welfare economics assumes that the demand...

Divide & Recombine (D&R) with Tessera: High-Performance Computing for Deep Analysis of Big Data and Small

Host Applied Mathematics & Data Science Speaker William S. Cleveland Shanti S. Gupta Professor of Statistics, Purdue University http://www.stat.purdue.edu/~wsc/ Description Abstract: The widely used...