Chair of the session: David Mason, University of Delaware

• 8:30 a.m.
  Brownian loop soup.
  Gregory F. Lawler*, Cornell University
• 9:05 a.m.
  The heat equation with multiplicative time-independent compound Poisson noise.
  Carl E Mueller*, University of Rochester
  Aurel Stan, University of Rochester
• 9:40 a.m.
  Point processes associated with stationary stable processes.
  Sidney I. Resnick, Cornell University
  Gennady Samorodnitsky*, Cornell University
• 10:15 a.m.
  Liquidity Risk and Arbitrage Pricing Theory.
  Philip E. Protter*, Cornell University
  Umut Cetin, Cornell University
  Robert Jarrow, Cornell University

Chair of the session: Sidney Resnick, Cornell University

• 2:30 p.m.
  Gap-free samples of i.i.d. geometric random variables.
  Pawel Hitczenko*, Drexel University
  A. Knopfmacher, University of the Witwatersrand, South Africa
• 3:05 p.m.
  Old and New Results on the Asymptotic Distribution of Self--Normalized Sums.
  David M Mason*, University of Delaware
• 3:40 p.m.
  Self-Normalized Processes In Dependent Variables.
  Victor H de la Pena*, Columbia University
  Michael J Klass, UC Berkeley
  Tze-Leung Lai, Stanford University
• 4:15 p.m.
  Central limit theorems in geometric probability.
  Joseph E. Yukich*, Lehigh University
• 4:50 p.m.
  Don't Be Fooled By Regular or Empirical Central Limit Theorems for Exchangeable Sequences vs I.I.D. Sequences.
  Xinxin Jiang*, Rhodes College
  Marjorie Hahn, Tufts University
• 5:25 p.m.
  A probabilistic method for detecting multivariate outliers.
  Shafiu Jibrin, Northern Arizona University
  Irwin S. Pressman*, Carleton university
  Matias Saliban-Barrera, Carleton University

Chair of the session: Victor de la Pe~na, Columbia University

• 8:30 a.m.
  The extremal dependence measure, hidden regular variation and asymptotic independence.
  Sidney I Resnick*, Cornell University
• 9:05 a.m.
  Density dependent Markov chains generated by iteration of iid random maps on R+.
  Krishna B Athreya*, Cornell University
• 9:40 a.m.
  Natural wavelet expansions for Gaussian-Markov processes.
  Vladimir Dobric*, Lehigh University
  Francisco M. Ojeda, Lehigh University
• 10:15 a.m.
  Wonham Filters with random parameters.
  Xin Guo*, Cornell University

Chair of the session: Xin Guo, Cornell University

• 2:30 p.m.
  Sample path regularity for Brownian motions on compact groups.
  Laurent Saloff-Coste*, Cornell University
  Alexander Bendikov, Cornell University
• 3:05 p.m.
  Stochastic differential equations on noncommutative L^2-spaces.
  Maria Gordina*, University of Connecticut
• 3:40 p.m.
  Moment characterizing operators.
  Luigi Accardi, Centro Vito Volterra
  Hui-Hsiung Kuo, Louisiana State University
  Aurel Iulian Stan*, University of Rochester
  
• 4:15 p.m.
  Markov chains, moment problems and discrete quantum gravity.
  Patrick T. McDonald*, New College of Florida
  Avner Ash, Boston College