-
2022.8.16
2022.8.16
Lecture on "Complexity of Gaussian Random Fields with Isotropic Increments"
Speaker：Liu Shiping, Professor, School of Mathematical Sciences, University of Science and Technology of ChinaDate: August 16, 2022Time: 10:00-12:00Location: Tecent MeetingSponsor: Research Center for Mathematics and Interdisciplinary Sciences, Shandong UniversityResearch Center for Nonlinear ExpectationAbstract:Random fields with isotropic increments were introduced by Kolmogorov in the 1940s...
-
2022.8.15
2022.8.15
Lecture on "Multiple Packing"
Speaker:Zhang Yihan, Post-Doctoral Researcher, Institute of Science and Technology AustriaDate:August 15, 2022Time:15:00-16:15Location:Zoom Sponsor:Research Center for Mathematics and Interdisciplinary SciencesResearch Center for Nonlinear ExpectationAbstract:The sphere packing problem seeks the largest (normalized logarithmic) density of a constellation of disjoint Euclidean balls of equal rad...
-
2022.8.9
2022.8.9
Lecture on "Asymptotics of The Density of Parabolic Anderson Random Fields"
Speaker:Hu Yaozhong, Distinguished Professor, University of Alberta at EdmontonDate:August 9, 2022Time:10:00-11:00Location:Tencent MeetingSponsor:School of Mathematics, Shandong UniversityAbstract:Parabolic Anderson model is a very simple stochastic heat equation with multiplicative Gaussian noise. The solution $u(t,x)$ of this equation can be represented by the Wiener-It\^o chaos expansion. It...
-
2022.8.5
2022.8.5
Lecture on "Propagation of Monotonicity for Mean Field Games"
Speaker:Mou Chenchen, Assistant Professor, City University of Hong KongDate:August 5, 2022Time:10:00-11:00Location:Tencent MeetingSponsor:School of Mathematics, Shandong UniversityAbstract:It is well known in the mean field game literature that certain monotonicity condition is crucial for the uniqueness of mean field equilibria and for the wellposedness of the associated master equation. One i...
-
2022.7.28
2022.7.28
Lecture on "Ergodicity, Mixing, Limit Theorems for Quasi-periodically Forced 2D Stochastic Navier-Stokes Equations"
Speaker： Lv Kening, Co-editor of international academic journal JDEDate: July 28, 2022Time:15:00Location:Tencent MeetingLecture Hall 119, East Block, Huagangyuan BuildingSponsor: Research Center for Mathematics and Interdisciplinary SciencesResearch Center for Nonlinear ExpectationAbstract:We consider the incompressible 2D Navier-Stokes equations on the torus driven by a deterministic time qua...
-
2022.7.22
2022.7.22
Lecture on "Multi-dimensional Backward Stochastic Differential Equations of Diagonally Quadratic Generators: the General Result"
Speaker: Fan Shengjun, Professor and doctoral supervisor of the School of Mathematics, China University of Mining and Technology.Date: Friday, July 22, 2022Time: 9.30-10:30Location: Tencent MeetingSponsor: School of Mathematics, Shandong UniversityAbstract: This talk is devoted to a general solvability of a multi-dimensional backward stochastic differential equation (BSDE) of a diagonally quadr...
-
2022.7.19
2022.7.19
Lecture on "Machine Learning High-dimensional Volatilities over Large Financial Systems"
Speaker：Ning Ning, Dctor, Department of Statistics and Applied Probability, UCSBDate:July. 19, 2022Time:09:30-11:30Location:Tencent Meeting,ID：873 393 528Sponsor:Research Center for Mathematics and Interdisciplinary SciencesResearch Center for Nonlinear ExpectationAbstract:Large financial systems are typically modeled by interacting particle systems (IPS) that are nonlinear stochastic process...
-
2022.7.6
2022.7.6
Lecture on "Necessary and Sufficient Conditions to Solve Parabolic Anderson Model with Rough Noise"
Speaker:Wang Xiong, Dctor, University of AlbertaDate:July. 6, 2022Time:9:30-11:30Location:Tencent Meeting,ID：713 635 577Sponsor:Research Center for Mathematics and Interdisciplinary SciencesResearch Center for Nonlinear ExpectationAbstract:We obtain necessary and sufficient conditions for the existence of $n$-th chaos of the solution to the parabolic Anderson model $\frac{\partial}{\partial t}...
Home > News & Events > Events
