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Preliminary Schedule
 Downloadable PDF file
Day 1:
| 8:45am |
Opening: Lowell J. Hansen
(Chair, Department of Math)
Robert L. Thomas (Dean, Liberal Arts & Sci.)
Nancy S. Barrett (Provost, Wayne State University) |
| 9:00am-9:50am |
Eugene B. Dynkin
One Class of Boundary Traces for Semilinear PDE's |
| 9:50am-10:40am |
Stanislav Molchanov Liouville Theorem for One Class of the
Markov Processes with the Applications to the Functional-Differential Equations by Kato. Poincare
and Others |
| 10:40am-11:00am |
Coffee Break |
| 11:00am-11:50am |
Harold J. Kushner
Numerical
Approximations for Nonlinear Stochastic Systems with Delays |
| 11:50am-1:30pm |
Lunch |
| 1:30pm-2:20pm |
Rafail Z. Khasminskii
Estimation and Filtering of Smooth Signals for Complete and Partial Observations |
| 2:20pm-3:10pm |
Boris L. Rozovskii
Passive Scalar Equation in a Turbulent Incompressible Gaussian Velocity Field |
| 3:10pm-3:30pm |
Coffee Break |
3:30pm-5:50pm
Session I |
3:30pm-3:50pm
Qing Zhang, University of Georgia,
Near-optimal Hybrid Filtering in a Two-time-scale Model
3:50pm-4:10pm
Jinqiao Duan, Illinois Institute of Technology, Effective
Macroscopic Dynamics of Stochastic Partial Differential Equations
4:10pm-4:30pm
Victor Berdichevsky, Wayne State University,
Statistical Mechanics of Ideal Fluid
4:30pm-4:50pm
M.M. Rao, University of California, Riverside, Shift-invariant Second Order Processes
4:50pm-5:10pm
Bert Schreiber, Wayne State University, Asymptotically Stationary Processes on Amenable Groups
5:10pm-5:30pm
Vladimir Kurenok, University of Wisconsin-Green Bay,
On Krylov's
Estimates for Levy Processes and Their Applications to SDEs
5:30pm-5:50pm
Boli Yarkulov, Uzbekistan, TBA
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| 6:30pm-8:00pm |
Reception & Poster Session: Hilton Garden Inn Detroit |
Day 2:
| 9:00am-9:50am |
Mark Freidlin and Alexander Wentzell
Averaging Principle |
| 9:50am-10:40am |
George Papanicolaou
Wave Front Propagation in Randomly Layered Media |
| 10:40am-11:00am |
Coffee Break |
| 11:00am-11:50am |
Anatoli Skorokhod
Random Measures and Their Application |
| 11:50am-1:30pm |
Lunch |
| 1:30pm-2:20pm |
Nicolai V. Krylov
Maximum Principle for SPDEs and Its Applications |
| 2:20pm-3:10pm |
Fima Klebaner
and Robert Lipster
Ruin Analysis in the Constant Elasticity of Variance Model |
| 3:10pm-3:30pm |
Coffee Break |
3:30pm-5:30pm
Session II |
3:30pm-3:50pm
Hakima Bessaih, University of Wyoming, Some Rigorous Results on a Stochastic GOY Model
3:50pm-4:10pm
M. Portenko, Michigan State University, One Class of Multi-dimensional Stochastic
Differential Equations Having No Property of the Weak Uniqueness of A Solution
4:10pm-4:30pm
Hongjie Dong, University of Chicago, On Time Inhomogeneous Controlled Diffusion Processes in Domains
4:30pm-4:50pm
Shaolong Shu, Feng Lin, Hao Ying, and Xinguang Chen,
Wayne State University, State Estimation for Probabilistic Discrete Event Systems
4:50pm-5:10pm
Nikita Ratanov, Universidad dl Rosario,
A Jump Telegraph Model for Option Pricing to the Black-Scholes Model in Distribution
5:10pm-5:30pm
Nicholas Oluwaseun Adejuwon Fadipe, University of Ado-Ekiti,
Practical Semiparametric Bayesian Survival Analysis
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| 6:30pm-8:00pm (cash bar: 6:00pm) |
Banquet: Hilton Garden Inn Detroit |
Day 3:
| 9:00am-9:50am |
Ildar A. Ibragimov
Estimation of Analytic Functions |
| 9:50am-10:40am |
Michael Nussbaum
An Asymptotic Error Bound for Symmetric Hypothesis Testing in
Quantum Statistics |
| 10:40am-11:00am |
Coffee Break |
| 11:00-11:50am |
Oleg Lepski
Structural Adaptation via L_p-norm Oracle Inequalities |
| 11:50am |
Closing |
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