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Lectures
:
(in order of the family name)
Dayue Chen
:
Random Stretched Graphs
Tzuu-Shuh Chiang
:
Optimal Ventcel Graphs, Minimal Cost Spanning Trees and Asymptotic Probabilities
Yun-Shyong Chow
:
Evolutionary Prisoner's Dilemma Games
Zhao Dong
Global Solutions of Stochastic 2D Navier-Stokes
Equations with Levy Noise
Shizan Fang
:
Wasserstein Space over the Wiener Space
Weiyin Fei
:
European Option Pricing under a Class of Fractional Market
Shui Feng
:
Poisson-Dirichlet Distribution with Small Mutation Rate
Fuqing Gao
:
Functional Large Deviations and Moderate Deviations for Markov Modulated Risk Models with Reinsurance
Fu-Zhou Gong
:
Log-Sobolev Inequalities on Metric Spaces
Dong Han
:
The Rate Function of the Large Deviation for a class of
Nonhomogeneous Markov Chains
Hui He
:
Rescaled Lotka-Volterra Models Converge to Super Stable Process
Yijun Hu
:
Absolute Ruin in the Compound Poisson Risk Model with Constant Dividend Barrier
Xudong Huang
:
Central Limit Theorem of Empirical Process under New Dependent Coefficient
Chii-Ruey Hwang
:
An Iinvariance Property for the Empirical Distributions of Occupancy Problems with Application to Nance
Junping Li
:
Decay Property of Controled M^x/M/1 Model
Wenbo V. Li
:
Spectral Analysis of Brownian Motion with Jump Boundary
Xiang-Dong Li
:
Differential Harnack Inequality and Entropy Formula on Complete Riemannian Manifolds
Xiang Lin
:
Ruin Probability under Optimal Investment and Reinsurance Policy in Jump Difusion Risk Processes
Kai Liu
:
Existence and Uniqueness of Stationary Solutions of Retarded Ornstein-Uhlenbeck Processes
Yuanyuan Liu
:
Exact Tail Aysmptotics in a Class of Generalized Markov Branching Processes
Zhiming Ma
:
The Structure of non-Symmetric Dirichlet Forms
Yonghua Mao
:
Strong Ergodicity Conver Gence Rate of Markov Process with Application to Spectral Theory
Gaorong Ning:
The Degree Sequence of a Scale-Free Random Graph Process with Hard Copying
Jiagang Ren
:
Limit Theorem for Multivalued Stochastic Differential Equations
Yanxia Ren
:
Exit Measure of Super-Brownian Motion in Random Medium
Jan Rosinski
:
Decompositions and Structural Analysis of Stationary Infinitely Divisible Processes
Ichiro Shigekawa
:
Semigroups that Preserve a Convex Set in a Banach Space
Jiashan Tang
:
Asymptotic Ruin Probabilities of an Entrance Processes
Based Risk Model with Interest Force and Regularly Varying Claims
Fengyu Wang
:
Log-Sobolev Inequalities for Diffusions with Unbounded below Curvatures
Jian Wang
:
Symmetric Levy Type Operators
Liming Wu
:
Transportation Inequalities for Markov Chains
Xian-Yuan Wu
:
Transition on the Degree Sequence of a Mixed Random Graph Process
Jie Xiong
:
Local Extinction for Superprocesses in Random Environments
Lin Xu
:
Asymptotic Optimal Investment for Minimizing Ruin Probability
Litan Yan
:
Quadratic Covariation and Ito's Formula for a Bifractional Brownian Motion
Jiangang Ying
:
Feller Measure and Time Change
Hanjun Zhang
:
Quasi-Stationary Distributions and Domain of Attraction Problem
Mei Zhang
:
Ergodic Theory for super-Diffusion over a Stochastic Flow
Xinsheng Zhang
:
On Stein's Identity, Poincare-Chernoff Inequality and Orthogonal Polynomials
Dongjin Zhu
:
The Stationary Distribution of Markov Chains in Random
Environments
