Host Department of Applied Mathematics Speaker Ruoting Gong Department of Applied Mathematics, ÐÓ°ÉÔ´´ Institute of Technology Description The Wiener-Hopf factorization theory for Markov processes...
Host Department of Applied Mathematics Speaker Hyun-Jung Kim Department of Applied Mathematics, ÐÓ°ÉÔ´´ Institute of Technology https://scholar.google.com/citations?user=dZ48Hz4AAAAJ&hl=en...
Host Department of Applied Mathematics Speaker Ruoting Gong Department of Applied Mathematics, ÐÓ°ÉÔ´´ Institute of Technology Description Stochastic representation formulas establish natural...
Host Department of Applied Mathematics Speaker Matthew Dixon Department of Applied Mathematics, ÐÓ°ÉÔ´´ Institute of Technology Description Modeling counterparty risk is computationally challenging...
Host Department of Applied Mathematics Speaker Ziteng Cheng Department of Applied Mathematics, ÐÓ°ÉÔ´´ Institute of Technology www.iit.edu/applied-math/about/phd-students Description We consider a...
Host Department of Applied Mathematics Speaker Sergey Nadtochiy Department of Applied Mathematics, ÐÓ°ÉÔ´´ Institute of Technology http://www-personal.umich.edu/~sergeyn/ Description In this paper...
Host Department of Applied Mathematics Speaker Mykhaylo Shkolnikov Department of Operations Research and Financial Engineering, Princeton University https://www.princeton.edu/~mykhaylo/ Description In...
Host Department of Applied Mathematics Speaker Ziteng Cheng Department of Applied Mathematics, ÐÓ°ÉÔ´´ Institute of Technology Description The filtering theory regards estimating an unobservable...
Host Department of Applied Mathematics Speaker Shibi Feng Department of Applied Mathematics, ÐÓ°ÉÔ´´ Institute of Technology www.iit.edu/applied-math/about/phd-students Description We introduce a...
Host Department of Applied Mathematics Speaker Yicong Huang Department of Applied Mathematics, ÐÓ°ÉÔ´´ Institute of Technology www.iit.edu/applied-math/about/phd-students Description We consider a...
