2011.05.23 方海涛 研究员 (中科院系统所)
Consensus Control for Networked Agents with Noisy Observations
2011.05.16 Janos Englander (University of Colorado at Boulder)
Some particle models with self interaction and in random environment
2011.04.29** Kishna B. Athreya (Iowa State University)
Invitation to Mathematics
2011.04.28 Quansheng Liu (Universite de Bretagne-Sud, France)
A branching random walk with a random environment in time
2011.04.28 Jean-Francois Delmas (Ecole Nationale des Ponts et Chaussées , France)
MRCA and bottleneck in an elementary size-varying population model
2011.03.21 徐礼虎 博士（柏林工业大学）
关于随机流
2011.02.28 姚昌龙 博士(中科院)
Asymptotic Properties of the Graph Distance in Supercritical Continuum Percolation
2010.12.27 陈振庆 教授 （University of Washington）
Archimedes' principle for Brownian liquid
2010.12.27 Panki Kim （Seoul National University, South Korea）
Two-sided Green function estimates for killed subordinate Brownian motions
2010.12.16 陈海燕 副教授(集美大学)
Mathematical aspects of the abelian sandpile model
2010.11.29 张希承 教授(武汉大学)
Discontinuous Stochastic Differential Equations Driven by Levy Processes
2010.11.05** 王风雨 教授(北京示范大学)
耦合与应用
2010.06.18 Renming Song （University of Illinois at Urbana-Champaign）
Potential theory of subordinated Brownian motion
2010.06.18 Jin Feng (University of Kansas）
A class of Hamilton-Jacobi PDE in space of measures and its associated compressible Euler equations
2010.05.12 Xiaowen Zhou （Concordia University，Canada）
Levy risk model with tax
2010.04.30** Elton P Hsu (Northwestern University)
Brownian Moton, Short Time Heat Kernel Asymptotion Differential Geometry,
and Implied Volatility Expansion in Local and Stochastic Volatility Models
2010.04.09** 郭军义 教授 （南开大学）
Optimal reinsurance and game
2010.03.31 吴奖伦 教授 (Swansea University, UK)
On Burgers type nonlinear SPDEs driven by Levy noise
2010.01.19 李文博 教授 (University of Delaware)
Gaussian integrals associated with absolute value functions
2009.12.25** 夏爱华 教授（The University of Melbourne）
Probability approxmation, coupling and Stein's method
2009.12.14 夏爱华 教授（The University of Melbourne）
On customer flows in Jackson networks
2009.11.23 苏中根 教授（浙江大学）
Asymptotic normality for random Plancherel partitions
2009.11.16 吴 臻 教授（ 山东大学）
Maximum principles for stochastic optimal control problems and applications
2009.06.23 M. Bramson（University of Minnesota）
Why subcritical queueing networks can be unstable
2009.06.22 T. M. Liggett（UCLA）
The Exclusion Process: Central Limit Theorems and Stationary Distributions
2009.06.04 廖 明 教授（Auburn University, USA； 山东大学）
A decomposition of Markov processes via group actions
2009.05.29 Yves Le Jan (Univ. Paris IX)
Recent developments in the theory of stochastic flows
2009.05.18 Jiongmin Yong (University of Central Florida)
Backward Stochastic Volterra Integral Equations ---Theory and Applications
2009.05.15 Thomas Duquesne （Université Paris VI）
The exact packing measure of Super-Brownian motion in dimension > 4
2009.03.13 施 展 教授 （Université Paris VI）
一个分枝过程的存活问题
2008.12.25 陈振庆 教授 （University of Washington）
Life beyond death (Extension of Reflecting Brownian
motion)
2008.12.08 李泉林 博士(清华大学工业工程系) ppt file
Constructive Computations of Applied Stochastic Models
2008.12.01 许明宇 博士(中科院应用数学所)
反射倒向随机微分方程及其应用
2008.11.21 苏文藻 博士(香港中文大学系统工程与工程管理系)
辛钦不等式及其在优化上的应用
2008.10.30 M. Fukushima (Osaka
University,
Japan)
On time change theory for symmetric Markov processes (II)
2008.10.27 * Peter Jagers
(Chalmers University of Technology,
Sweden)
On the Path to Extinction
2008.10.21 Thierry Levy
(CNRS, ENS
Paris)
Brownian motion on the unitary group and random walk on the symmetric group
2008.10.20 * Thomas G. Kurtz（University
of Wisconsin -
Madison）
Applications of a Markov mapping theorem
2008.10.17 ** Thomas G. Kurtz（University of
Wisconsin -
Madison）
Particle representations for some SPDEs and measure-valued processes pdf file
2008.10.16 Thomas G.
Kurtz（University of Wisconsin -
Madison）
3. Identifying separated time scales in stochastic models of reaction
networks pdf
file
4. Averaging fast subsystems pdf
file
2008.10.14 Thomas G.
Kurtz（University of Wisconsin -
Madison）
1. Stochastic equations for counting processes pdf
file
2. Stochastic models for chemical reactions pdf
file
2008.10.10** 候振廷 教授（中南大学） 演化网络的稳定性
*报告地点在中科院应用所, 为北京概率论联合讨论班
**为数学伊人直播 学术报告会