2009.11.16 Zhen Wu(Shandong Univ.)
Maximum principles for stochastic optimal control problems and applications
2009.06.23 M. Bramson(University of Minnesota)
Why subcritical queueing networks can be unstable
2009.06.22 T. M. Liggett(UCLA)
The Exclusion Process: Central Limit Theorems and Stationary Distributions
2009.06.04 Ming Liao(Auburn University, USA; Shandong Univ.)
A decomposition of Markov processes via group actions
2009.05.29 Yves Le Jan (Univ. Paris IX)
Recent developments in the theory of stochastic flows
2009.05.18 Jiongmin Yong (University of Central Florida)
Backward Stochastic Volterra Integral Equations ---Theory and Applications
2009.05.15 Thomas Duquesne (Université Paris VI)
The exact packing measure of Super-Brownian motion in dimension > 4
2009.03.13 Zhan Shi (Université Paris VI)
A problem on the survival of a branching process
2008.12.25 Zhenqing Chen (University of
Washington)
Life beyond death Extension of Reflecting Brownian motion)
2008.10.30 M. Fukushima (Osaka
University,
Japan)
On time change theory for symmetric Markov processes (II)
2008.10.27 * Peter Jagers
(Chalmers University of Technology,
Sweden)
On the Path to Extinction
2008.10.21 Thierry Levy
(CNRS, ENS
Paris)
Brownian motion on the unitary group and random walk on the symmetric group
2008.10.20 * Thomas G. Kurtz(University
of Wisconsin -
Madison)
Applications of a Markov mapping theorem
2008.10.17 ** Thomas G. Kurtz(University of
Wisconsin -
Madison)
Particle representations for some SPDEs and measure-valued processes pdf file
2008.10.16 Thomas G.
Kurtz(University of Wisconsin -
Madison)
3. Identifying separated time scales in stochastic models of reaction
networks pdf
file
4. Averaging fast subsystems pdf
file
2008.10.14 Thomas G.
Kurtz(University of Wisconsin -
Madison)
1. Stochastic equations for counting processes pdf
file
2. Stochastic models for chemical reactions pdf
file
* Joint Probability Seminar at Beijing
** Colloquium of the School of Mathematical Sciences, Peking Univ.