Description We consider the problem of pricing and hedging of defaultable rating-sensitive claims. By a defaultable rating-sensitive claim, we mean a classical one broadened by a migration process and...
Description Precipitation is an important microstructure feature in alloys; and it affects many aspects of material properties and performance. With its importance, precipitation modeling and...
Description Microbially modulated carbonate precipitation is a fundamentally important phenomenon of natural and engineered environments which involves the interaction of biological, chemical...
Speaker Paul Fischer Argonne National Laboratory Description Accuracy and stability have long been essential to numerical algorithms for the simulation of fluid flow. With the advent of tera- and...
SpeakerJie Yang University of Illinois - Â鶹APPhttp://homepages.math.uic.edu/~jyang06/ Description This talk introduces a new statistical model based on a permanent process for supervised and...
Description A current challenge in the modeling of surface reaction-diffusion systems is to connect the length scales from a realistic atomistic treatment of local ordering of adsorbed reactants and...
SpeakerWilliam S. ClevelandPurdue Universityhttp://www.stat.purdue.edu/~wsc/ Description Divide and recombine (D&R) is a framework for the analysis of very large datasets, ubiquitous today in science...
SpeakerVadim LinetskyNorthwestern Universityhttp://users.iems.northwestern.edu/~linetsky/ Description We show how to construct multi-dimensional Markov processes with dependent jumps via multivariate...
SpeakerDonald SaariUniversity of California - Irvinehttp://www.math.uci.edu/~dsaari/ Description "Arrow's Theorem" is a beautiful mathematical result; it is among the mathematical theorems that have...
SpeakerStephane CrepeyUniversite d'Evry, Francehttp://grozny.maths.univ-evry.fr/pages_perso/crepey/ Description In this work we consider the issue of numerical solution of a doubly reflected backward...
