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Lectures
:
(in order of the family name)
Jianhai Bao
:
Convergence of Euler-Maruyama scheme for SDEs with irregular coefficients
Dayue Chen
:
The contact process on the regular tree with random vertex weights
Guan-Yu Chen
:
The $L
^2
$-cutoff for reversible Markov chains
Lung-Chi Chen
:
Asymptotic behavior for a generalized Domany-Kinzel model
Ting-Li Chen
:
On the optimal transition rate matrix of Markov process
Xia Chen
:
Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise
Xin Chen
:
Intrinsic ultracontractivity of symmetric jump processes on
unbounded open sets
Yun-Shyong Chow
:
On Nash bargaining games
Zhao Dong
:
Stationary measures for stochastic Lotka-Volterra systems with
application to turbulent convection
Shui Feng
:
Large deviations for the Pitman-Yor process
Fuqing Gao
:
Moderate deviations of additive functionals for lattice gas models
Xianping Guo
:
The average value-at-risk criterion for finite horizon semi-Markov decision processes
Dong Han
:
On the Nash equilibrium of an evolving random network
Yaozhong Hu
:
Regularity and strict positivity of densities for stochastic fractional
heat equation
Yueyun Hu
:
On the minimum of a branching random walk
Zechun Hu
:
Hunt's hypothesis (H) and Getoor's conjuecture
Lujing Huang
:
On some mixing times for non-reversible finite Markov chains
Hui Jiang
:
Moderate deviations for the grenander estimator near the boundaries of the support
Tiefeng Jiang
:
Determinants of correlation matrices with applications
Yong Jiao
:
Classical and noncommutative martingale inequalities
Shinichi Kotani
:
Level statistics of eigenvalues for 1D random Schrodinger operators
Junping Li
:
Decay property of stopped Markovian bulk-rrriving queues with c-servers
Xiang-Dong Li
:
On the stochastic approach to the Navier-Stokes equation
Quansheng Liu
:
Crame's large deviation expansion for a supercritical branching process in a random environment
Yuanyuan Liu
:
Singular perturbation analysis for countable Markov chains
Kening Lu
:
Lyapunov exponents and chaotic behavior for random dynamical systems in a Banach space
Dejun Luo
:
The Ito SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients
Chunhua Ma
:
Some limit theorems for CBI processes
Yanxia Ren
:
Williams decomposotion for superprocesses
Jinghai Shao
:
Stabilization of regime-switching processes by feedback control
based on discrete time observations
Shang-Yuan Shiu
:
Dissipation in parabolic SPDEs
Renming Song
:
Heat kernels of non-symmetric jump processes: beyond the stable case
Xiaobin Sun
:
Gaussian estimates of the density of systems of non-linear stochastic heat equations
Bo Wu
:
Pointwise characterizations of curvature and second fundamental form on Riemannian manifolds
Jiang-Lun Wu
:
On stochastic scalar conservation laws with boundary conditions
Xianyuan Wu
:
On the waiting time for a non-Markovian M/M/1 queueing system
Fubao Xi
:
On the martingale problem and Feller and strong Feller properties for weakly coupled Levy type operators
Aihua Xia
:
A dichotomy for CLT in total variation
Longjie Xie
:
Singular stochastic differential equations driven by Markov processes
Jie Xiong
:
Optimal control under partial information: A brief introduction
Litan Yan
:
Quadratic covariations for the solution to a stochastic heat equation
Xu Yang
:
Maximum likelihood estimator for discretely observed CIR model with small-stable noises
George Yin
:
Stochastic SIR models
Chenggui Yuan
:
Some properties of neutral stochastic functional differential equations
Hanjun Zhang
:
Quasi-stationary distributions and their applications
Mei Zhang
:
The Seneta-Heyde scaling for stable branching random walk
Xicheng Zhang
:
Stochastic Hamiltonian flows with singular coefficients
Xiaowen Zhou
:
A continuous state branching process with population dependent branching rates
Chao Zhu
:
On Feller and strong Feller properties of regime-switching
jump-diffusion processes with countable regimes