Sep
28
Transformation of Levy characteristics under initial expansion of filtrations
Event Topic Graduate Student
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Sep
26
Levy modelling of defaultable bonds
Description A market with defaultable bonds modelled by equations with L\'evy noise will be considered during the talk. The main aim is to derive conditions under which the market with defaultable...
Sep
21
Stable Manifold for SDE in mean-square sense
Event Topic Graduate Student
Sep
19
Stochastic Analysis in Infinitely Dimensional Spaces and quasi-invariance of Wiener measures
Description We will use the quasi-invariance problem of Wiener measures as an example to explain the special difficulties of analysis in infinite dimensional spaces that are not present in finite...
Sep
15
Self-Organization of Microtubules and Molecular Motors
Description One of the central questions in biology concerns the formation of complex, highly organized microscopic structures from initially disordered states. Complex ordered structures are...
Sep
14
Introduction to LATEX
Event Topic Graduate Student
Sep
14
Stochastic Numerical Methods for Singular Models
Description In this lecture we will show examples coming from Biology, Finance, Physics, for which relevant stochastic models present singularities. We will explain why these singularities generate...
Aug
29
Convergence in Monotone and Uniformly Stable Skew-Product Semiflows with Applications
Description In this talk, beginning with the classical comparison principles in ODEs, PDES and FDEs, the concept of monotone dynamical system is introduced. Then its basic properties and the generic...
May
13
Wu's Mass Postulate and Approximate Solutions of fKdV Equation
Speaker Sam Shen Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, Canada http://www.ualberta.ca/~shen/ Abstract Wu's remarkable finding of upstream-advancing...
Apr
13
Symmetry Studies
Description Abstract In this seminar I will outline the theory and methods of symmetry studies, including the notions of structured data and data reduction by symmetrically equivalent components. I...