Seminars and Colloquiums
for the week of November 26, 2012
Speakers:
Prof. Yufeng Shi, Shandong University/UCF, Monday
Mr. Keith Penrod, Tuesday
Mr. Vajira Manathunga, Wednesday
**Tea Time is hosted this week by Jeremy Auerbach and Kelly Rooker, Monday through Friday, 3:00 pm. Everyone welcome!**
Monday, November 26
PROBABILITY SEMINAR
TIME: 3:35 - 4:25 p.m.
ROOM: Ayres 112
SPEAKER: Prof. Yufeng Shi, Shandong University/UCF
TITLE: Backward Stochastic Integral Equations
ABSTRACT: In this talk we introduce a Volterra type of backward stochastic integral equations, i.e. so called backward stochastic Volterra integral equations (BSVIEs in short), which are natural generalization of backward stochastic differential equations (BSDEs in short). We will present some survey of old and introductory results, followed by some most recent developments, including M-solutions, S-solutions, C-solutions multi-dimensional comparison theorem, and mean-field BSVIEs. Main motivations of studying such kind of equations are as follows: (i) in studying optimal controls of (forward) stochastic Volterra integral equations, such kind of equations are needed when a Pontryagin type maximum principle is to be stated; (ii) in measuring dynamic risk for a position process in continuous time, such an equation seems to be suitable; (iii) when a differential utility needs to be considered with possible time-inconsistent preferences, one might want to use such equations.
Tuesday, November 27
TOPOLOGY SEMINAR
TIME: 12:40 - 1:30 p.m.
ROOM: Ayres 406
SPEAKER: Mr. Keith Penrod
TITLE: Big homotopy groups - 2
ABSTRACT: We push the boundaries of possibility for algebraic topology by extending the notion of homotopy theory to any compact, connected linear set, rather than simply using the real interval. The notion of "big fundamental group" was introduced by Jim Cannon and Greg Conner. We explain this definition and explore some possibilities for expanding from there, including defining the analog for higher homotopy groups.
Wednesday, November 28
ORAL SPECIALITY EXAM
TIME: 11:15
ROOM: Ayres 112
SPEAKER: Mr. Vajira Manathunga
Committee: Jim Conant (Chair), Jurek Dydak, and Morwen Thistlethwaite
If you are interested in giving or arranging a talk for one of our seminars or colloquiums,
please review our calendar.
If you have questions, or a date you would like to confirm, please contact colloquium AT math DOT utk DOT edu
Past notices:
Seminars from 2011-2012 academic year
Seminars from 2010-2011 academic year
Seminars from 2009-2010 academic year
Seminars from 2008-2009 academic year
Seminars from 2007-2008 academic year
Seminars from 2006-2007 academic year