AMS Sectional Meeting Program by Special Session
Current as of Sunday, November 2, 2008 00:29:44
2008 Fall Southeastern Meeting
Huntsville, AL, October 24-26, 2008 (Friday - Sunday)
Meeting #1044
Associate secretaries: Matthew Miller, AMS miller@math.sc.edu
Special Session on Gaussian Analysis and Stochastic Partial Differential Equations
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Saturday October 25, 2008, 8:00 a.m.-10:40 a.m.
Special Session on Gaussian Analysis and Stochastic Partial Differential Equations, I
Room 050, Shelby Center for Science and Technology
Organizers:
Davar Khoshnevisan, University of Utah davar@math.utah.edu
Dongsheng Wu, University of Alabama in Huntsville
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8:00 a.m.
Smoothness Properties of Measures Induced by Stochastic Differential Equations in Hilbert Space.
Fariborz Asadian*, Fort Valley State University
(1044-60-35) -
9:00 a.m.
Stochastic partial differential equations with fractal noise.
Michael Hinz*, Friedrich-Schiller-University Jena
Martina Zähle, Friedrich-Schiller-University Jena
(1044-60-38) -
10:00 a.m.
Fractional Cauchy problems.
Erkan Nane*, Auburn University
(1044-60-58)
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8:00 a.m.
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Saturday October 25, 2008, 2:30 p.m.-6:10 p.m.
Special Session on Gaussian Analysis and Stochastic Partial Differential Equations, II
Room 050, Shelby Center for Science and Technology
Organizers:
Davar Khoshnevisan, University of Utah davar@math.utah.edu
Dongsheng Wu, University of Alabama in Huntsville
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2:30 p.m.
Self-intersection local time of the fractional Brownian motion.
David Nualart*, The University of Kansas
(1044-60-15) -
3:30 p.m.
Large deviations for local and intersection local times of fractional Brownian motions.
Xia Chen*, University of Tennessee
(1044-60-13) -
4:30 p.m.
Self-intersections of Gaussian random fields.
Dongsheng Wu, University of Alabama in Huntsville
Yimin Xiao*, Michigan State University
(1044-60-23) -
5:30 p.m.
Local times and Gaussian processes.
Wenbo Li*, University of Delaware
(1044-60-200)
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2:30 p.m.
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Sunday October 26, 2008, 8:00 a.m.-11:40 a.m.
Special Session on Gaussian Analysis and Stochastic Partial Differential Equations, III
Room 050, Shelby Center for Science and Technology
Organizers:
Davar Khoshnevisan, University of Utah davar@math.utah.edu
Dongsheng Wu, University of Alabama in Huntsville
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8:00 a.m.
Stochastic Volatility Model and Technical Analysis of Stock Price.
Weian Zheng*, UC Irvine
Wei Liu, ECNU, Shanghai, China
(1044-60-20) -
9:00 a.m.
Stochastic Shell models and related topics.
Hakima Bessaih*, University of Wyoming
Franco Flandoli, University of Pisa, Italy
Edriss S Titi, university of California at Irvine and Weizman Institute (Israel)
(1044-60-17) -
10:00 a.m.
Intermittence and nonlinear parabolic stochastic partial differential equations.
Mohammud Foondun*, University of Utah
(1044-60-129) -
11:00 a.m.
A change of variable formula with Itô correction term.
Jason Swanson*, University of Central Florida
(1044-60-21)
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8:00 a.m.
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Sunday October 26, 2008, 1:00 p.m.-3:40 p.m.
Special Session on Gaussian Analysis and Stochastic Partial Differential Equations, IV
Room 050, Shelby Center for Science and Technology
Organizers:
Davar Khoshnevisan, University of Utah davar@math.utah.edu
Dongsheng Wu, University of Alabama in Huntsville
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1:00 p.m.
Almost Sure Exponential Behavior of a Directed Polymer in a Fractional Brownian Environment.
Frederi G Viens*, Dept. Statistics, Purdue University
Tao Zhang, JPMorgan, New York City
(1044-60-16) -
2:00 p.m.
The distribution of trailing stop times for FBM and other Gaussian processes.
Villen Abramov, Kent State University
Kazim M. Khan, Kent State University
Oana Mocioalca*, Kent State University
(1044-60-162) -
3:00 p.m.
Negative moments for a linear SPDE.
Carl Mueller*, University of Rochester
David Nualart, University of Kansas
(1044-60-27)
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1:00 p.m.