Short Conferences
Each year two short conferences are held on current research topics.
Liquidity Risk, June 27-28, 2008
Organized by Philip Protter
Conference web site
- Marcel Blais (WPI)
- Bob Jarrow (Cornell University )
- Ioannis Karatzas (Columbia University)
- Kiseop Lee (University of Louisville)
- Ciamac Moallemi (Columbia University)
- Wesley Phoa (Capital Group, Los Angeles)
- Philip Protter (Cornell)
- Alexandre Roch (Cornell)
- Jesus Rodriguez (Rutgers University)
- Chris Rogers (University of Cambridge, UK)
- Alexander Schied (Cornell)
- Deniz Sezer (York University)
- Kazuhiro Shimbo (Mizuho Alternative Investments, LLC)
- Vanantha Ly Vath (University of Paris 6)
Discrete Harmonic Analysis and its Applications,
March 26-28, 2008
Organized by Jan Arpe and Elchanan Mossel
- Jan Arpe (UC Berkeley)
- Per Austrin (KTH Stockholm)
- Nick Crawford (UC Berkeley)
- Gil Kalai (Hebrew Univ., Jerusalem)
- Subhash Khot (Georgia Tech)
- Guy Kindler (Weizmann Institute)
- Adam Klivans (Univ. of Texas, Austin)
- Erick Matsen (UC Berkeley)
- Elchanan Mossel (UC Berkeley)
- Ryan O'Donnell (CMU)
- Prasad Raghavendra (Univ. of Washington, Seattle)
- Rocco Servedio (Columbia Univ.)
- Alexander Sherstov (Univ. of Texas, Austin)
- Emanuele Viola (Columbia Univ.)
Random Matrices, June 3-5, 2007
Organized by Alice Guionnet
Schedule and Abstracts
- Gerard Ben Arous (NYU, EPFL)
- Balint Virag (Toronto)
- Dimitri Shlyakthenkho (UCLA)
- Alex Gamburd (UCSC)
- Jinho Baik (Michigan)
- Kenneth McLaughlin (Arizona)
- Nourredine El Karoui (Berkeley)
- Harold Widom (USSC)
Stochastic Partial Differential Equations, April 22-25, 2007
Organized by Jonathan Mattingly (Duke)
and Ed Perkins (U. British Columbia)
Schedule of talks * Abstracts
- Yuri Bahktin (Georgia Tech)
- Chris Burdzy (U. Washington, Seattle)
- Donald Dawson (Carleton)
- Gautum Iyer (Stanford)
- Nikolai Krylov (Minnesota)
- Govind Menon (Brown)
- Sergei Lototsky (USC)
- Carl Mueller (Rochester)
- Leonid Mytnik (Technion)
- Jim Nolen (Stanford)
- David Nualart (Kansas State)
- Eulalia Nualart (U. Paris 13, visiting Utah)
- Boris Rozovski (Brown)
- Eric van den Eijden (Courant)
- Lorenzo Zambotti (U. Paris VI)
SLE and Loop Measures on May 5-6, 2006
Organzied by Greg Lawler
- Robert Bauer, U. of Illionis, Urbana
- Vincent Beffara, ENS Lyon
- Denis Bernard, Saclay
- John Cardy, Oxford
- Nam-Gyu Kang,MIT
- Michael Kozdron, Regina
- Greg Lawler, Cornell
- Charles Newman, NYU
- Steffen Rohde, U. of Washington, Seattle
- Scott Sheffield, NYU
Stochastic Models in Cell Biology, April 9-11, 2006
Organized by Tom Kurtz (U. of Wisconsin)
and Lea Popovic (Cornell)
- Gheorge Craciun, University of Wisconsin
- Dan Gillespie
- Jonathan Mattingly, Duke University
- Tom Kurtz, University of Wisconsin
- Linda Petzold, UC Santa Barbara
- Lea Popovic, Cornell University
- Mike Reed, Duke University
- Greg Rempala, University of Louisville
- Ruth Williams, UCSD
Workshop on Heavy Tails and Long Range Dependence, April 22-24, 2005
Organized by Sid Resnick and Gennady Samorodnitsky
- Thomas Mikosch, University of Copenhagen
- Jan Rosinski, University of Tennessee in Knoxville
- Henrik Hult, Cornell University
- Steve Marron, University of North Carolina at Chapel Hill
- Philippe Soulier, University of Paris X
- Piotr Kokoszka, Utah State University
- Rolf Riedi, Rice University
- Vladas Pipiras, University of North Carolina at Chapel Hill
- Richard Davis, Colorado State University
- Sidney Resnick, Cornell University
The Seminar on Stochastic Processes was held March 24--26, 2005
Invited speakers:
- A. Etheridge (Oxford)
- A. Holroyd (British Columbia)
- N. Gantert (Muenster)
- J. Quastel (Tornoto)
- O. Zeitouni (Minnesota)
There were also a number of short presentations. The meeting was a
great success with about 100 particpants. The meeting was funded by a
combination of the probability group grant (which covered the invited
speakers and local expenses) and a separate grant from the probability
program at NSF which provided funds for young particpants.
Finite Markov Chains and Random Algorithms, May 8-11, 2004
Organized by Jim Fill (Johns Hopkins)
and Laurent Saloff-Coste.
- Krishna Athreya (Cornell)
- Rick Durrett (Cornell)
- Jim Fill (Johns Hopkins)
- Alan Frieze (Carnegie Mellon)
- Ravi Kannan (Yale)
- Neal Madras (York)
- Dana Randall (Georgia Tech)
- Prasad Tetali (Georgia Tech)
- Eric Vigoda (Chicago)
- David Wilson (Microsoft)
Mathematical Finance Theory, March 26-27, 2004
Organzied by Philip Protter
- Patrick Cheridito, Princeton
- Erhan Cinlar, Princeton
- Savas Dayanik, Princeton
- Hans Follmer, Berlin
- Jean Pierre Fouque, Raleigh
- Kay Giesecke, Ithaca
- David Heath, Pittsburgh
- Vicky Henderson, Princeton
- David Hobson, Princeton
- Julien Hugonnier, Montreal
- Robert Jarrow, Ithaca
- Dmitry Kramkov, Pittsburgh
- Kiseop Lee, Louisville
- Dilip Madan, College Park
- Philip Protter, Ithaca
- Steve Shreve, Pittsburgh