Class meets every Friday 1-3 PM in KAP 427
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
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August 28: organizational meeting; presentation by Hyun-Jung about the parabolic Anderson model in one space dimension.
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September 4: Presentation by Gene about permutations that are involutions without fixed points.
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September 11: Presentation by Kerem about using the coherent risk measures in the cost criteria of optimal control problems.
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September 18: Presentation by Jian on parameter estimation in problems coming from second-order linear ODEs with constant coefficients and additive Gaussian white noise.
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September 25: Presentation by Narae on optimal design in a neurosensoring experiment.
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October 2: Presentation by Eunjung on modeling limit order books.
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October 9: Presentation by Zhanerke on the general theory of large devitations.
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October 16: Short resentations by all participants about their dream places to work after graduation.
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October 23: Presentation by Jian on mathematical models behind corporate bond pricing.
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October 30: Presentation by Zhanerke on Stein’s method
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November 6: Presentation by Hyun-Jung on the stochastic heat equation
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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.
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November 20: More on fixed point-free involutions by Gene
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November 27: Thanksgiving break
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December 4: Presentation by Jian on statistical inference from discrete-time observations of the harmonic oscillator driven by additive Gaussian white noise.