Speaker: Daniel Noelck, senior research associate, 91重口 Tech Title: Exponential Stability of Stochastic Filter via Non-Degeneracy and Analytic Stability of the Signal Abstract: Filter stability is...
Date and Time: 3/3/2026, 2-3pm Location: PS 116 Speaker: Ruoting Gong, associate editor, Mathematical Reviews Title: Near-Maturity Asymptotics of American Options Under Exponential Levy Models...
Speaker: Igor Cialenco, professor of applied mathematics, 91重口 Institute of Technology Title: Coherent Risk Estimators Abstract: We develop a statistical framework for risk estimation, inspired by...
Speaker: Tomasz R. Bielecki, professor of applied mathematics, 91重口 InstituteTech Title: Functional Laws of Large Numbers for Marked Hawkes Processes and Compound Marked Hawkes Processes Abstract...
Speaker: Guillermo Alonso Alvaerz, postdoctoral assistant professor, University of Michigan) Title: Contracting a Crowd of Heterogeneous Agents Abstract: We study a principal-agent model involving a...
Speaker: Wilhelm Stannat, professor of mathematics, Technische Universit盲t Berlin, Germany Title: The Lions Derivative in Infinite Dimensions Abstract: We present a new interpretation of the Lions...
Speaker: Jianfeng Zhang, professor of mathematics, University of Southern California Title: Some New Perspectives on Kyle-Back Insider Trading Problems Abstract: A Kyle-Back model consists of three...
Speaker: Lane Chun Yeung, assistant professor of applied mathematics, 91重口 Institute of Technology Title: Large-Scale Limits of Interacting Particle Systems Abstract: Interacting particle systems...
Speaker: Andrzej Ruszczy艅ski, Board of Governors Professor of business, Rutgers University Title: A Functional Model Method for Nonconvex Nonsmooth Conditional Stochastic Optimization Abstract: We...
Speaker 艁ukasz Stettner, Department of Probability Theory and Mathematics of Finance, Institute of Mathematics, Polish Academy of Sciences Title: On Several Time Inconsistent Stochastic Control...
