Dual Representation of Unbounded Dynamic Concave Utilities

Speaker: Ying Hu (Université de Rennes 1)

Time: Sep 4, 2024, 16:00-17:00

Location: Room M4009, College of Science Building

On the Exponential Ergodicity and Large and Moderate Deviations of Stochastic Relaxation Damping Hamiltonian Systems

Speaker: Jifa Jiang（Shanghai Normal University）

Time: Aug 27, 2024, 16:00-17:00

Location: M1001, College of Science Building

Optimal Investment Strategy for α-Robust Utility Maximization Problem

Speaker: Zhou Yang（South China Normal University）

Time: Aug 22, 2024, 16:00-17:00

Location: M1001, College of Science Building

Convergence Rates of Robust Limit Theorems under Nonlinear Expectations: A Monotone Scheme Analysis

Speaker: Gechun Liang （The University of Warwick）

Time: Aug 22, 2024, 15:00-16:00

Location: M1001, College of Science Building

Limit theorems for critical and subcritical branching random walk

Speaker: Wenming Hong（Beijing Normal University）

Time: Aug 21, 2024, 16:00-17:00

Location: M1001, College of Science Building

Time fractional equations and anomalous sub-diffusions

Speaker: Zhen-Qing Chen（University of Washington）

Time: Aug 9, 2024, 10:30-11:30

Location: M1001, College of Science Building

Gaussian deconvolution and the lace expansion

Speaker: Yucheng Liu（University of British Columbia）

Time: Jun 13, 2024, 15:00-16:00

Location: Room M4009, College of Science Building

On Atypical Behaviors of Martingale Limits and Level Sets in Branching Random Walks

Speaker: Heng Ma（Peking University）

Time: May 30, 2024, 15:30-16:30

Location: C1038, College of Science Building

Arm exponents for metric graph Gaussian free fields

Speaker: Zhenhao Cai（Peking University）

Time: May 30, 2024, 14:30-15:30

Location: C1038, College of Science Building

极小生成森林中树的数目

Speaker: Kainan Xiang（Xiangtan University）

Time: May 30, 2024, 10:30-11:30

Location: Room M4009, College of Science Building

Poisson's equation for Markov chains: bounds and monotonicity

Speaker: Yuanyuan Liu (Central South University)

Time: May 24, 2024, 16:00-17:00

Location: M1001, College of Science Building

Well-posedness and Asymptotics of Mckean-Vlasov SPDE

Speaker: Wei Liu（Jiangsu Normal University）

Time: May 17, 2024, 16:00-17:00

Location: Room M4009, College of Science Building

A Mean Field Game Approach to Equilibrium Consumption under External Habit Formation

Speaker: Lijun Bo（XIDIAN University）

Time: May 9, 2024, 15:00-16:00

Location: Tencent meeting ID: 164834147

A Dynamic Principal Agent Problem with One-sided Commitment

Speaker: Jianfeng Zhang（University of Southern California）

Time: Apr 23, 2024, 15:00-16:00

Location: Tencent meeting ID:183918492

Strong solutions of mean-field FBSDEs and their applications to multi-population mean-field games

Speaker: Kihun Nam(Monash University)

Time: Apr 16, 2024, 15:00-16:00

Location: ZOOM meeting ID: 973 9242 3946