Description The paper presents an overview of methods of hedging defaultable derivatives under the assumption that there exist tradeable assets with dynamics allowing for elimination of default risk...
SpeakerErhan BayraktarUniversity of Michiganhttp://www.math.lsa.umich.edu/~erhan/ Description We study the quickest detection problem of a sudden change in the arrival rate of a Poisson process from a...
Description Large deviation estimates are probabilistic limit theorems which are used to describe atypical behavior of random systems. Markov processes are a rich class of probabilistic models. Their...
Description Sulcal fundi are 3D curves that lie in the depths of the cerebral cortex and are often used as landmarks for downstream computations in brain image processing. In this talk, a sequence of...
SpeakerPlamen KoevMassachusetts Institute of Technologyhttp://www-math.mit.edu/~plamen/ Description Biologists often face the following problem: Given a set of taxa and information about them-which...
SpeakerLászló SzékelyUniversity of South Carolinahttp://www.math.sc.edu/~szekely/ Description Biologists often face the following problem: Given a set of taxa and information about them-which can be...
Description We discuss deformation techniques in critical point theory. By introducing on non-metrizable topological spaces Lipschitz partitions of unity we present results on certain existence and...
Description We consider various lattice dynamical systems with long range interaction and related integro-differential evolution equations. Typically, these arise in the modeling of phase transitions...
