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From Shannon's Sampling to Optimal Stopping in Finance
HostApplied Mathematics SpeakerLiming FengUniversity of Illinois at Urbana-Champaignhttp://web.engr.illinois.edu/~fenglm/ Description Abstract: The Whittaker-Shannon-Kotel¡änikov sampling theorem and...
On the Limiting Distribution of the Length of the Longest Common Subsequence
HostApplied Mathematics SpeakerChristian HoudréGeorgia Institute of Technologyhttp://people.math.gatech.edu/~houdre/ Description Abstract: Let (X_k)_{k \geq 1} and (Y_k)_{k\geq1} be two independent...
Clustered Planarity Testing Revisited
Date Change Host Applied Mathematics Speaker Radoslav Fulek Columbia University https://sites.google.com/site/fulekrado/ Description Abstract: The Hanani–Tutte theorem is a classical result proved for...
Epsilon-Strong Simulation for Multidimensional Stochastic Differential Equations via Rough Path Analysis
HostApplied Mathematics SpeakerJing DongNorthwestern Universityhttp://www.iems.northwestern.edu/people/faculty/profiles/dong-jing.html Description Abstract: Consider a multidimensional diffusion...
Optimal Investment with Transaction Costs and Stochastic Volatility
Host Applied Mathematics Speaker Ronnie Sircar Princeton University Description Abstract: We analyze the joint impact of transaction costs and uncertain volatility on the problem of portfolio...
Coping with Nonlinearity and High-Dimensionality to Control Complex Networks
HostApplied Mathematics SpeakerAdilson E. MotterNorthwestern Universityhttp://dyn.phys.northwestern.edu/ Description Abstract: An increasing number of systems are now modeled as complex networks of...
Recent Advances of Optimal Design of Experiment
HostApplied Mathematics SpeakerMin YangUIChttp://www.math.uic.edu/people/profile?netid=myang2 Description Abstract: Designing experiments is an integral part of the scientific process, both for...
Flows on 3-Manifolds without Periodic Orbits
HostApplied Mathematics Speaker Ana RechtmanUniversité de Strasbourg, Francehttp://www-irma.u-strasbg.fr/~rechtman/ Description Abstract: The topology of a manifold determines if a flow has fixed...
Fair and Profitable Bilateral Prices under Funding Costs and Collateralization
HostApplied Mathematics SpeakerMarek RutkowskiUniversity of Sydneyhttp://sydney.edu.au/science/people/marek.rutkowski.php Description Abstract: Bielecki and Rutkowski (2014) introduced and studied a...