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Colloquium - Andrey Pilpenko

Institution: Institute of Mathematics of NAS of Ukraine
Title: On Markov processes with irregular behavior at a fixed point
Date: February 16, 2021
Location: Zoom (Click here for meeting details)
Time: 10:20 AM - 11:10 AM Eastern Standard Time (EST)

Abstract:
We prove functional limit theorems for sequences of Markov chains or stochastic differential equations whose coefficients are strongly perturbed in a small neighborhood of a fixed “singular” point.  The resulting limit processes may be diffusions with reflection, diffusions with semi-permeable or hard membranes, etc.

Some applications in queuing and storage models are given.

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upcoming events

Colloquium - Guan Yu

Institution: State University of New York at Buffalo
Title: Locally Weighted Nearest Neighbor Classifier and Its Theoretical Properties
Date: March 9, 2021
Location: Zoom (Click here for meeting details)
Time: 10:20 AM - 11:10 AM Eastern Standard Time (EST)

 

Colloquium - Leszek Gawarecki

Institution: Kettering University
Title: [TBA]
Date: March 16, 2021
Location: Zoom (Click here for meeting details)
Time: 10:20 AM - 11:10 AM Eastern Standard Time (EST)

 

Colloquium - Barbara Rudiger

Institution: Wuppertal University, Germany
Title: [TBA]
Date: March 23, 2021
Location: Zoom (Click here for meeting details)
Time: 10:20 AM - 11:10 AM Eastern Standard Time (EST)

 

Colloquium - Weijie Su

Institution: Penn State University
Title: [TBA]
Date: March 30, 2021
Location: Zoom (Click here for meeting details)
Time: 10:20 AM - 11:10 AM Eastern Standard Time (EST)