Topics in stochastic processes

Selected Topics in Stochastic Optimization

OF THE DISSERTATION Selected topics in stochastic optimization by Anh Tuan Ninh Dissertation Directors: András Prékopa Yao Zhao This report constitutes the Doctoral Dissertation for Anh Ninh and consists of three topics: log-concavity of compound Poisson and general compound distributions, discrete moment problems with fractional moments, and the recruitment stocking problems. In the first topi...

Deterministic and Stochastic Topics in Finance

Stochastic processes in gravitropism

In this short review we focus on the role of noise in gravitropism of plants - the reorientation of plants according to the direction of gravity. We briefly introduce the conventional picture of static gravisensing in cells specialized in sensing. This model hinges on the sedimentation of statoliths (high in density and mass relative to other organelles) to the lowest part of the sensing cell. ...

Workshop on Stochastic Analysis and Related Topics

I will speak about the existence of weak solutions (and the existence and uniqueness of strong solutions) to the stochastic Landau-Lifshitz equations for multi (and one)-dimensional spatial domains. I will also describe the corresponding Large Deviations principle and it’s applications to a ferromagnetic wire. The talk is based on a joint works with B. Goldys and T. Jegaraj. Estimates of the op...

Branching processes with immigration and related topics

This is a survey on recent progresses in the study of branching processes with immigration, generalized Ornstein-Uhlenbeck processes and affine Markov processes. We mainly focus on the applications of skew convolution semigroups and the connections in those processes.