SpeakerPatrick CheriditoPrinceton Universityhttp://www.princeton.edu/~dito/ Description Conditions are given for the existence and uniqueness of equilibria in incomplete dynamic market models when...
Description The theories for radial basis functions (RBFs) as well as piecewise polynomial splines have now reached a stage of relative maturity as is demonstrated by the recent publication of a...
Description Gaussian processes, such as Brownian motion, have been widely used in modeling fluctuations, while some complex phenomena in engineering and science involve non-Gaussian Levy motions. Thus...
Description A multiscale model of blood clot formation will be described which combines a detailed tissue factor pathway submodel of blood coagulation, a blood flow submodel and a stochastic discrete...
Description The Gaussian kernel is a popular choice for radial basis function approximation. For a fixed dimension, the error decays exponentially with sample size. However, the leading coefficient of...
SpeakerViktor TodorovNorthwestern Universityhttp://www.kellogg.northwestern.edu/faculty/todorov/htm/ Description We introduce a new measure constructed from high-frequency financial data which we call...
Description In this talk we introduce a generalization of the classical L2(Rd)-based Sobolev spaces with the help of a vector operator P which consists of finitely or countably many operators Pn that...
Description Congestion control algorithms were implemented for the internet about two decades ago, however mathematical models of congestion control are relatively newer. This seminar mainly presents...
Speaker Changpin Li Utah State University http://directory.usu.edu/aggie/698e44/ Description In this talk, we firstly recall the simple history of fractional calculus then introduce the definitions of...
Description We will discuss the Kirchhoff rod model and the incorporation of a first approximation of viscous drag. This model is examined through the most simple case applicable to short segments of...
