THE STATISTICS SEMINAR

FALL 2001

The seminar meets Thursdays in room LN 2205 at 10:05 am. This semester we shall cover topics from the monograph Elementary Stochastic Calculus: With Finance in View by Thomas Mikosch.

Organizer: Anton Schick
Email: anton@math.binghamton.edu

• August 30
  Speaker: S. Zacks
  Topic: Distributions of stopping times with linear boundaries for the difference of two independent Poisson processes.
• September 6
  Speaker: A. Schick
  Topic: Stochastic Processes: An Overview.
• September 13
  Speaker: A. Schick
  Topic: More on Stochastic Processes.
• September 20
  Speaker: M. Arcones
  Topic: Conditional Expectation
• September 29
  NO CLASSES
  
  
• October 4
  Speaker: M. Koehler
  Topic: Martingales
• October 11
  Speaker: X. Wang
  Topic: The Riemann-Stieltjes Integral
• October 18
  Speaker: X. Wang
  Topic: The Ito Stochastic Integral
• October 25
  Speaker: X. Wang
  Topic: The Ito Stochastic Integral
• November 1
  Speaker: M. Arcones
  Topic: Convergence of the best M-estimator over a parametric family of M-estimators
• November 8
  Speaker: M. Brown
  Topic: The Ito Lemma
• November 15
  Speaker: F. Kong
  Topic: Ito Stochastic Differntial Equations
• November 22
  THANKSGIVING
• November 29
  Speaker: F. Kong
  Topic: The General Linear Stochastic Differential Equation
• December 6
  Speaker: J. Shao
  Topic: The Black-Scholes Opion Pricing Formula
• December 13
  Speaker: M. Arcones
  Topic: Iterated Brownian motion: relation with the iterated heat equation and integrability