Graduate student reading seminar: Difference between revisions
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Scale and Speed for honest 1 dimensional diffusions | Scale and Speed for honest 1 dimensional diffusions | ||
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Rogers & Williams - Diffusions, Markov Processes and Martingales <br> | Rogers & Williams - Diffusions, Markov Processes and Martingales <br> | ||
Ito & McKean - Diffusion Processes and their Sample Paths <br> | Ito & McKean - Diffusion Processes and their Sample Paths <br> | ||
Revision as of 02:40, 3 April 2013
Time and place: Wednesday 3:30PM-4:30PM, B115
Schedule
2/13: Elnur
Young diagrams, RSK correspondence, corner growth models, distribution of last passage times.
2/20: Elnur
2/27: Chris
A brief introduction to enlargement of filtration and the Dufresne identity Notes
3/6: Chris
3/13: Dae Han
An introduction to random polymers
3/20: Dae Han
Directed polymers in a random environment: path localization and strong disorder
4/3: Diane
Scale and Speed for honest 1 dimensional diffusions
References:
Rogers & Williams - Diffusions, Markov Processes and Martingales
Ito & McKean - Diffusion Processes and their Sample Paths
Breiman - Probability
http://www.statslab.cam.ac.uk/~beresty/Articles/diffusions.pdf
4/10: Diane
4/17: Yun
Introduction to stochastic interface models
4/24: Yun
5/1: Greg, Maso
5/8: Greg, Maso