#
MATH 705, Seminar in Probability (39806R), Fall 2015.

Class meetings: F 1-3 pm, in KAP 427.

##
Information on this and linked pages changes frequently.

##
** Organizer: **
Sergey Lototsky.

** Office:** KAP 248D.

** Phone:** (213) 740-2389.

Office Hours: MWF 11:00am-12:00pm.

Walk-ins and appointments at other time are welcome.

** The objective this semester: ** To discuss current research projects and future plans of participating students.

** Participating students: ** Gene Kim, Hyun-Jung Kim,
Narae Lee, Eunjung Noh, Zhanerke Temirgaliyeva,
Kerem Ugurlu, Jian Wang.

** What we did **

Friday, August 28: organizational meeting; presentation by Hyun-Jung about the parabolic
Anderson model in one space dimension.

Friday, September 4: Presentation by Gene about permutations that are involutions without fixed points.

Friday, September 11: Presentation by Kerem about using the coherent risk measures in
the cost criteria of optimal control problems.

Friday, September 18: Presentation by Jian on parameter estimation in problems coming
from second-order linear ODEs with constant coefficients and additive Gaussian white noise.

Friday, September 25: Presentation by Narae on optimal design in a neurosensoring experiment.

Friday, October 2: Presentation by Eunjung on modeling limit order books.

Friday, October 9: Presentation by Zhanerke on the general theory of large devitations.

Friday, October 16: Short resentations by all participants about their dream places to
work after graduation.

Friday, October 23: Presentation by Jian on mathematical models behind
corporate bond pricing.

Friday, October 30: Presentation by Zhanerke on Stein's method

Friday, November 6: Presentation by Hyun-Jung on the stochastic heat equation

Friday, November 13: Presentation by Kerem on the solution of the infinite time horizon
optimal control problem for Markov sequences with a general l_1 cost function of the
value-at-risk-type.

Friday, November 20: More on fixed point-free involutions by Gene

Friday, November 27: Thanksgiving break

Friday, December 4: Presentation by Jian on statistical inference
from discrete-time observations of the
harmonic oscillator driven by additive Gaussian white noise.