Graduate student reading seminar: Difference between revisions
| Line 25: | Line 25: | ||
4/3: Diane | 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 | 4/10: Diane | ||
Revision as of 02:38, 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