Purdue Probability Seminar

Семинар по теории вероятности

Spring 2018

This semester we are experimenting the Russian seminar format: talks are 1:15 long and slides are forbidden.

Wednesdays in REC 113 from 1:30-2:45pm, unless otherwise noted.

Directions to Purdue by air or by car.

Schedule of talks from Fall 2017, Spring 2017 and Fall 2016.

Please send comments and suggestions to the seminar organizer, Samy Tindel.

Date

Speaker

Title

1/17/18 Cheng Ouyang
University of Illinois at Chicago
Local density estimate for a hypoelliptic SDE
Abstract
In a series of three papers in the 80's, Kusuoka and Stroock developed a probabilistic program in order to obtain sharp bounds for the density function of a hypoelliptic SDE driven by a Brownian motion. We aim to investigate how their method can be used to study rough SDEs driven by fractional Brownian motions. In this talk, I will outline Kusuoka and Stroock's approach and point out where the difficulties are in our current setting. The talk is based on an ongoing project with Xi Geng and Samy Tindel.
1/24/18 Aaron Yip
Purdue University
TBA
Abstract
Abstract coming soon.
1/31/18 Donatella Danielli
Purdue University
TBA
Abstract
Abstract coming soon.
2/7/18 Xi Geng
Carnegie Mellon University
TBA
Abstract
Abstract coming soon.
2/21/18 Takashi Owada
Purdue University
Statistics Department
TBA
Abstract
Abstract coming soon.
2/28/18 Tom Sellke
Purdue University
Statistics Department
TBA
Abstract
Abstract coming soon.
3/7/18 Zachary Selk
Purdue University
TBA
Abstract
Abstract coming soon.
3/21/18 Harsha Honnapa
Purdue University
Industrial Engineering
TBA
Abstract
Abstract coming soon.
3/28/18 Ju-Yi Yen
University of Cincinnati
TBA
Abstract
Abstract coming soon.
4/4/18 Vivian Healey
University of Chicago
TBA
Abstract
Abstract coming soon.
4/11/18 Yimin Xiao
Michigan State University
TBA
Abstract
Abstract coming soon.