Tomasz R. Bielecki
Host Department of Applied Mathematics Speaker Tomasz R. Bielecki Department of Applied Mathematics, Illinois Institute of Technology http://math.iit.edu/~bielecki/index.html Description TBA Event...
Host Department of Applied Mathematics Speaker Tomasz R. Bielecki Department of Applied Mathematics, Illinois Institute of Technology http://math.iit.edu/~bielecki/index.html Description TBA Event...
Host Department of Applied Mathematics Speaker Samuel Cohen Mathematical Institute, Oxford University https://people.maths.ox.ac.uk/cohens/ Description Model uncertainty is often an unconsidered...
Host Department of Applied Mathematics Speaker Matheus Grasselli Department of Mathematics and Statistics, McMaster University http://ms.mcmaster.ca/~grasselli/ Description TBA Event Topic...
Host Department of Applied Mathematics Speaker Tomasz R. Bielecki Department of Applied Mathematics, Illinois Institute of Technology http://math.iit.edu/~bielecki/index.html Description A very...
Host Department of Applied Mathematics Speaker Matthew Dixon Department of Applied Mathematics, Illinois Institute of Technology Description We propose a simple non-equilibrium model of a financial...
HostDepartment of Applied Mathematics SpeakerGordan ZitkovicDepartment of Mathematics, University of Texas at Austinhttps://www.ma.utexas.edu/users/gordanz/ Description The general equilibrium problem...
Host Department of Applied Mathematics Speaker Marcel Nutz Department of Statistics and Department of Mathematics, Columbia University http://www.math.columbia.edu/~mnutz/ Description Mean field games...
Host Department of Applied Mathematics Speaker Ruoting Gong Department of Applied Mathematics, Illinois Institute of Technology Description The Wiener-Hopf factorization theory for Markov processes...
Host Department of Applied Mathematics Speaker Hyun-Jung Kim Department of Applied Mathematics, Illinois Institute of Technology https://scholar.google.com/citations?user=dZ48Hz4AAAAJ&hl=en...
Host Department of Applied Mathematics Speaker Ruoting Gong Department of Applied Mathematics, Illinois Institute of Technology Description Stochastic representation formulas establish natural...