Difference between revisions of "Graduate student reading seminar"

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Scale and Speed for honest 1 dimensional diffusions
 
Scale and Speed for honest 1 dimensional diffusions
  
References:  
+
References: <br>
 
Rogers & Williams - Diffusions, Markov Processes and Martingales <br>
 
Rogers & Williams - Diffusions, Markov Processes and Martingales <br>
 
Ito & McKean - Diffusion Processes and their Sample Paths <br>
 
Ito & McKean - Diffusion Processes and their Sample Paths <br>

Revision as of 20:40, 2 April 2013

Time and place: Wednesday 3:30PM-4:30PM, B115

Schedule

2/13: Elnur

Young diagrams, RSK correspondence, corner growth models, distribution of last passage times.

2/20: Elnur

2/27: Chris

A brief introduction to enlargement of filtration and the Dufresne identity Notes

3/6: Chris

3/13: Dae Han

An introduction to random polymers

3/20: Dae Han

Directed polymers in a random environment: path localization and strong disorder

4/3: Diane

Scale and Speed for honest 1 dimensional diffusions

References:
Rogers & Williams - Diffusions, Markov Processes and Martingales
Ito & McKean - Diffusion Processes and their Sample Paths
Breiman - Probability
http://www.statslab.cam.ac.uk/~beresty/Articles/diffusions.pdf

4/10: Diane

4/17: Yun

Introduction to stochastic interface models

4/24: Yun

5/1: Greg, Maso

5/8: Greg, Maso