The Realized Laplace Transform of Volatility
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...
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...
Description We consider the problem of multivariate interpolation with radial basis functions consisting of a scaling parameter. In particular, we discuss the limit of interpolants by radial basis...
SpeakerStephen YauUniversity of Ïã½¶´«Ã½ - Chicagohttp://www.math.uic.edu/people/profile?mscsid=yau Description It is well known that the filtering theory has important applications in both military...
Description In computer experiments where each run is costly, one may wish to construct a surrogate, f (x) = Ψ T(x)β, that approximates the true response f : Ω → R. Here Ψ(x) =(Ψ1 (x), . . . , Ψk (x))...
Description Micro- and nano-fluidics involve a broad range of scales from the atomic scales to the continuum ones. A full molecular dynamics simulation is able to simulate the fluid flows at the micro...