CMU Campus
Department of Mathematical Sciences
Events People Colloquia and Seminars Conferences Centers Positions Areas of Research About the Department
Spring 2010 Events
Tue 1/19
1:30
PPB 300
CNA Seminar
Carme Calderer
University of Minnesota
Gels in biomedical applications: modeling, analysis and computation

Thu 1/21
4:30-6:30
DH 4303
Large Deviations Seminar
Scott Robertson

Mon 1/25
5:00
WeH 6423
CANCELED
Probability/Math Finance Seminar
Ramon van Handel
ORFE Princeton
An asymptotic theory for nonlinear filters
Thu 1/28
4:30-6:30
WeH 6423
Large Deviations Seminar
Scott Robertson

Mon 2/1
5:00
WeH 6423
Probability/Math Finance Seminar
Silviu Predoiu
Carnegie Mellon University
On optimal execution policy for a large investor

Thu 2/4
4:30-6:30
WeH 6423
Large Deviations Seminar
Scott Robertson

Mon 2/8
5:00
WeH 6423
Probability/Math Finance Seminar
Ryan Hynd
University of California at Berkeley
Option pricing in the large risk aversion, small transaction cost limit

Thu 2/11
1:30
PPB 300
CNA Seminar
Dmitry Vorotnikov
University of Coimbra
Mathematical study of anomalous viscoelastic diffusion in polymers
Thu 2/11
4:30-6:30
WeH 6423
Large Deviations Seminar
Scott Robertson

Mon 2/15
5:00
WeH 6423
Probability/Math Finance Seminar
Pietro Siorpaes
Department of Mathematical Sciences
Carnegie Mellon University
On Sobolev's imbedding theorems for parametric families of martingales
Mon 2/22
5:00
WeH 6423
Probability/Math Finance Seminar
Sergio Pulido
Department of Information Engineering and Operations Research
Cornell University
Bubbles and contingent claims in markets with short-sale constraints

Mon 3/1
3:00
WeH 5302
CANCELED
Probability/Math Finance Seminar
Chenxu Li
Department of Mathematics
Columbia University
Managing Volatility Risk: Innovation of Financial Derivatives, Models and Implementation
Mon 3/1
5:00
WeH 6423
Probability/Math Finance Seminar
Yuri Bhaktin
Georgia Tech
Diffusion Models of Sequential Decision Making
Thu 3/4
4:30
WeH 5310
ACO Seminar
Andrzej Rucinski
Emory and A. Mickiewicz Universities
Upper tails for counts of random objects
Mon 3/15
5:00
WeH 6423
Probability/Math Finance Seminar
Hang Yu
Department of Mathematical Sciences
Carnegie Mellon University
Tue 3/16
1:30
PPB 300
CNA Seminar
Luis Silvestre
University of Chicago

Smooth solutions for the Hamilton-Jacobi equation with critical fractional diffusion
Mon 3/22
5:00
WeH 6423
Probability/Math Finance Seminar
Roger Lee
Department of Mathematics
University of Chicago
A Variance Contract is Worth How Many Log Contracts?
Mon 3/29
5:00
WeH 6423
Probability/Math Finance Seminar
Hao Xing
Department of Mathematics and Statistics
Boston University.
Sat 4/3
9:30-12:30
2:30-6:30
DH 2302
AST Workshop
Moti Gitik, Tel Aviv University
Short extender forcing
Mon 4/5
5:00
WeH 6423
Probability/Math Finance Seminar
Gordan Zitkovic
University of Texas at Austin
An overview of some recent progress in incomplete-market equilibria
Tue 4/6
12:00
PPB 300
Math Logic Seminar
Greggo Johnson
Carnegie Mellon University
Abstract elementary classes I
Mon 4/12
2:00
GSIA 324
FINAL PUBLIC ORAL EXAMINATION FOR THE DEGREE OF DOCTOR OF PHILOSOPHY
Christopher Wallace
Mixed Integer Program Heuristics
Tue 4/13
12:00
PPB 300
Math Logic Seminar
Greggo Johnson
Carnegie Mellon University
Abstract elementary classes II
Tue 4/13
1:30
PPB 300
CNA Seminar
Nestor Guillen
University of Texas at Austin
Instantaneous regularization phenomena for the Stefan problem with Gibbs-Thomson law
Mon 4/19
5:00
WeH 6423
Probability/Math Finance Seminar
Ramon van Handel
ORFE Princeton
An asymptotic theory for nonlinear filters
Tue 4/20
1:30
PPB 300
CNA Seminar
Andreas Prohl
Universitat Tubingen, Germany
Numerical Analysis for the Stochastic Landau-Lifshitz-Gilbert Equation
Tue 4/20
4:30
WeH 6423
FINAL PUBLIC ORAL EXAMINATION FOR THE DEGREE OF DOCTOR OF PHILOSOPHY
Brian Seguin
Frame-Free Continuum Thermomechanics
Thu 4/22
4:30
WeH 5310
ACO Seminar
Venkat Guruswami
Computer Science Dept., Carnegie Mellon University
List decodability of random linear codes
Fri 4/23
2:00-4:00
BH 150
Math Logic Seminar
Richard Garner
University of Cambridge
Ionads: a generalised notion of topological space
Fri 4/23
4:00
U. PITT
Thackeray 704
PITT MATH COLLOQUIUM
James Greenberg
Carnegie Mellon University
Shallow Water Circulation Model
Mon 4/26
5:00
WeH 6423
Probability/Math Finance Seminar
Tankut Dogrul
Department of Mathematics, Carnegie Mellon University
An Equilibrium Model with Price Impact
Thu 4/29
4:30
WeH 5310
ACO Seminar
Amin Saberi
Stanford University
New Approximation Algorithms for the Asymmetric Traveling Salesman Problem
Thu 4/29
4:45
BH A53
Pure and Applied Logic Colloquium
Vilem Novak
Institute for Research and Applications of Fuzzy Modeling, University of Ostrava, Czech Republic
Mathematical Fuzzy Logic
Thu 5/6
1:30
PPB 300
CNA Seminar
Gianni Dal Maso
SISSA
5/10-5/14
2:00-4:30
BH 235B
CCF Heath Lecture
Anatoli Puhalskii
University of Colorado, Denver
Compactness methods in large deviations
Thu 5/20
1:30
WeH 6423
CNA Seminar
Anthony Peirce
University of British Columbia
Hydraulic Fractures: multiscale phenomena, asymptotic and numerical solutions
Tue 6/1
1:30
PPB 300
CNA Seminar
Maria Giovanna Mora
SISSA