AMS International Meeting Program by Special Session
Current as of Tuesday, April 12, 2005 15:21:42
Joint AMS-SMM International Meeting
Houston, TX, May 13-15, 2004
Meeting #998
Associate secretaries: John L Bryant, AMS bryant@math.fsu.edu
Special Session on Probability and Stochastic Processes
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Thursday May 13, 2004, 8:30 a.m.-11:20 a.m.
Special Session on Probability and Stochastic Processes, I
Organizers:
Daniel Hern\'andez Hernandez, CIMAT dher@cimat.mx
Christian Houdre, Georgia Institute of Technology houdre@math.gatech.edu
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8:30 a.m.
Extreme value theory, ergodic theory, and the boundary between short memory and long memory for stationary stable processes.
Gennady Samorodnitsky*, Cornell University
(998-60-93) -
9:00 a.m.
Successive approximations in partially observable Markov decision chains with risk-sensitive average criterion.
Rolando Cavazos-Cadena*, UAAAN
Daniel Hernandez-Hernandez, Cimat
(998-60-348) -
9:30 a.m.
Zero--Sum Continuous--Time Markov Games in Countable Spaces with Discounted and Average Payoffs.
Onesimo Hernandez-Lerma*, Departamento de Matematicas, CINVESTAV
(998-60-149) -
10:00 a.m.
An empirical central limit theorem for pre-Gaussian classes of functions.
Joel Zinn*, Texas A\&M University
Shahar Mendelson, The Australian National University
(998-60-143) -
10:30 a.m.
Gaussian limits for random geometric structures.
Joseph E. Yukich*, Lehigh University
(998-60-75) -
11:00 a.m.
An extension of the divergence operator.
Jorge A. Leon*, Departamento de Control Automatico, CINVESTAV
(998-60-150)
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8:30 a.m.
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Thursday May 13, 2004, 2:00 p.m.-4:50 p.m.
Special Session on Probability and Stochastic Processes, II
Organizers:
Daniel Hern\'andez Hernandez, CIMAT dher@cimat.mx
Christian Houdre, Georgia Institute of Technology houdre@math.gatech.edu
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2:00 p.m.
Uniqueness of Solutions to Stochastic Differential Inclusions.
Kavita Ramanan*, Carnegie Mellon University
Rami Atar, Technion
Amarjit Budhiraja, University of North Carolina, Chapel Hill
(998-60-133) -
2:30 p.m.
Dynamical Walks.
David Levin, University of Utah
Pedro J. M\'endez, University of Utah
Davar Khoshnevisan*, University of Utah
(998-60-90) -
3:00 p.m.
A Brownian-Time Excursion into 4th Order PDEs and SPDEs.
Hassan Allouba*, Kent State University
(998-60-148) -
3:30 p.m.
Matrix-exponential distributions: calculus and interpretations via flows.
Mogens Bladt*, IIMAS-UNAM
(998-60-144) -
4:00 p.m.
Existence and regularity properties of weak solutions of a fractal Burgers equation with a noise term.
Ekaterina T. Kolkovska*, CIMAT
(998-60-146) -
4:30 p.m.
Differentiable Optimal Solutions of Discounted Markov Control Processes.
Raul Montes de Oca*, UAM-Iztapalapa
(998-60-147)
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2:00 p.m.
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Friday May 14, 2004, 8:30 a.m.-11:20 a.m.
Special Session on Probability and Stochastic Processes, III
Organizers:
Daniel Hern\'andez Hernandez, CIMAT dher@cimat.mx
Christian Houdre, Georgia Institute of Technology houdre@math.gatech.edu
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8:30 a.m.
The large deviation principle for M--estimators.
Miguel A Arcones*, Binghamton University
(998-62-63) -
9:00 a.m.
Existence of local time and Tanaka formula for a two-type superprocess.
Jose Alfredo Lopez-Mimbela*, CIMAT
(998-60-151) -
9:30 a.m.
Upper Estimates of Dynamic $VaR$ and Mean Loss Associated to Diffusion Processes.
Laurent Denis, Universit\'e du Maine, France
Bego\~{n}a Fern\'{a}ndez, Facultad de Ciencias, UNAM
Ana Meda*, Facultad de Ciencias, UNAM
(998-60-66) -
10:00 a.m.
Singular Control with State Constraints.
Amarjit Budhiraja*, Department of Statistics, University of North Carolina at Chapel Hill
(998-60-145) -
10:30 a.m.
Analysis of codependence of linear fractional stable noise.
Joshua Levy*, University of Minnesota-Morris
(998-60-198) -
11:00 a.m.
On the tradeoff between endowment and investment.
Daniel Hernandez-Hernandez*, CIMAT
(998-60-202)
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8:30 a.m.