Jan
26
Optimization of Type la Supernovae Selection, Photometric Typing, and Cosmology Constraints
Event Topic: Computational Mathematics & Statistics
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Jan
23
Some Functional Inequalities for Stochastic Differential Equations Driven by Brownian Motions
SpeakerCheng OuyangUniversity of Illinois at Â鶹APPhttp://homepages.math.uic.edu/~couyang/ Description Fractional Brownian motion is a natural generalization of Brownian motion. Study of stochastic...
Jan
19
The Reliability of Error Estimates for Multivariate Numerical Integration
Event Topic: Computational Mathematics & Statistics
Jan
10
Stochastic Transport and Assembly of Intracellular HIV-1 Gag Proteins: Modeling and Numerical Simulations
Speakerhttp://www.math.colostate.edu/~liu/ Description The group-specific antigen (Gag) protein is encoded by human immunodeficiency virus type 1 (HIV-1), which causes the Acquired Immuno Deficiency...
Nov
28
Dynamic Portfolio Optimization with a Defaultable Security and Regime Switching
SpeakerAgostino CapponiPurdue Universityhttps://engineering.purdue.edu/Engr/People/NewFaculty/New_Faculty_2010 Description We consider a portfolio optimization problem in a defaultable market with...
Nov
21
Approximate Counting
SpeakerDaniel Stefankovic University of Rochesterhttp://www.cs.rochester.edu/~stefanko/ Description Counting problems arise in a wide variety of areas, for example, enumerative combinatorics...
Nov
9
Minimal Supersolutions of Convex BSDEs and Robust Extensions
SpeakerDr. Samuel DrapeauHumboldt University, Germanyhttp://www2.mathematik.hu-berlin.de/~drapeau/ Description We study minimal supersolutions of convex BSDEs - related to Peng's g-expectation - which...
Nov
7
Some Tools for Sampling Complex Probability Distributions
Description This talk will survey my efforts with coworkers to develop and analyze Monte Carlo sampling algorithms for complex (usually high dimensional) probability distributions. The algorithms can...
Oct
27
NAG Presentation and Demonstration on Computational Optimization and its Applications
Description NAG invites you to join an innovative presentation hosted at the Illinois Institute of Technology that includes a selection of software demonstrations, as well as a detailed discussion...
Oct
24
Pricing CDS Index Options in a Nonlinear Filtering Model
SpeakerDr. Alexander HerbertssonUniversity of Gothenburg, Swedenhttp://www.economics.handels.gu.se/english/staff/senior_lecturers-lecturers-_researchers/alexander_herbertsson/ Description We derive...