Probability & Statistics Seminar

部分可观测平均场随机系统的最优控制问题

Speaker:WANG Guangchen (Shandong University)

Time:2018-02-06 15:00-16:00

Location:Conference Room 415, Wisdom Valley 3#

Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations

Speaker:Na Li (Shandong University of Finance and Economics)

Time:2018-01-31 15:00-16:00

Location:Conference Room 415, Wisdom Valley 3#

Quasi-stationary distribution for irregular Markov process

Speaker:MAO Yonghua (Beijing Normal University)

Time:2018-01-12 11:00-12:00

Location:Conference Room 415, Wisdom Valley 3#

LLN for an asymptotical critical branching random walk

Speaker:Wenming Hong (Beijing Normal University)

Time:2018-01-12 10:00-11:00

Location:Conference Room 415, Wisdom Valley 3#

单死过程和树上生灭过程

Speaker:ZHANG Yuhui (Beijing Normal University)

Time:2018-01-12 09:00-10:00

Location:Conference Room 415, Wisdom Valley 3#

Big Data Analytics and Extended Probabilistic Inference

Speaker:Jian-Bo Yang (University of Manchester)

Time:2017-12-30 15:00-16:00

Location:Conference Room 415, Wisdom Valley 3#

Evolution of Portfolio Optimization

Speaker:SHU Lianjie (University of Macau)

Time:2017-12-18 16:30-17:30

Location:Conference Room 415, Wisdom Valley 3#

Modeling the changing dependence of multivariate time series: with an application in financial econometrics

Speaker:Wenjiang JIANG (Yunnan Normal University)

Time:2017-12-18 15:30-16:30

Location:Conference Room 415, Wisdom Valley 3#

Gradient Estimates on Dirichlet Eigenfunctions

Speaker:FENG-YU WANG (Tianjin University)

Time:2017-10-19 14:50-15:40

Location:Conference Room 415, Wisdom Valley 3#

Dirichlet Principle for Non-reversible Markov Chains

Speaker:YONGHUA MAO (Beijing Normal University)

Time:2017-10-19 14:00-14:50

Location:Conference Room 415, Wisdom Valley 3#

Invariant Measures for Path-Dependent Random Diffusions

Speaker:Jinghai Shao(Tianjin University)

Time:2017-10-19 10:40-11:30

Location:Conference Room 415, Wisdom Valley 3#

Heat Kernels for Time-dependent Non-symmetric Stable-like Operators

Speaker:XICHENG ZHANG (Wuhan University)

Time:2017-10-19 09:30-10:20

Location:Conference Room 415, Wisdom Valley 3#

Stochastic Differential Equations versus Fokker-Planck-Kolmogorov Equations: a Short Review and Some Recent Progress

Speaker:Michael Röckner(Bielefeld University)

Time:2017-10-19 08:35-09:30

Location:Conference Room 415, Wisdom Valley 3#

2D Stochastic Chemotaxis-Navier-Stokes System

Speaker:Jianliang Zhai (University of Science and Technology of China)

Time:2017-09-07 09:50-10:50

Location:Conference Room 415, Wisdom Valley 3#

Scalable Bayesian Variable Selection for Structured High-dimensional Data

Speaker:龙琦教授 University of Pennsylvania

Time:2017-06-20 16:10-17:10

Location:Conference Room 415, Wisdom Valley 3#

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