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2006 - 2007
International Conference on Stochastic Processes and Applications
(July 16 - 21, 2007) |
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Resource Persons
(listed in alphabetical order by last name)
Speaker
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Institution
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Title |
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Venkat Anantharam
|
University of California
Berkeley, USA
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An Information-theoretic view of Stochastic Resonance |
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K. B. Athreya
|
Iowa State University
USA
|
Preferential attachment random graphs with general weight function |
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Siva Athreya
|
Indian Statistical Institute
Bangalore
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Random Oriented Forest |
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Gopal Krishna Basak
|
Indian Statistical Institute
Kolkata
|
Influence of Big Traders on the market: Can everyone win and still market remains stable? |
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Sankarshan Basu
|
Indian Institute of Management
Bangalore
|
Simple Approximations of the Asian Option: An Alternative Numerical Technique |
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Abhay G. Bhatt
|
Indian Statistical Institute
New Delhi
|
A Hille-Yossida type theorem for generators of Markov processes |
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V. S. Borkar
|
TIFR Bombay
Mumbai
|
McKean-Vlasov limit in portfolio optimization |
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David Cai
|
Courant Institute, USA
|
Stochastic Operating State of Primary Visual Cortex |
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Prasanna Chaporkar
|
Norwegian University of Science and Technology
Norway |
Delay-Energy trade-off in Multi-band Multi-access Fading Channel |
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Amites Dasgupta
|
Indian Statistical Institute
B. T. Road, Kolkata |
Independent Ornstein-Uhlenbeck processes associated to a class of recursions with two rates |
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Mingzhou Ding
|
University of Florida, USA |
Time series analysis and applications to neuroscience |
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Joydeep Dutta
|
IIT Kanpur
Kanpur
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A survey on the measures of risk in finance |
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Paul Embrechts
|
ETH, Zurich
Switzerland |
The aggregation of risk measures: theory and applications |
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Jianeng Feng
|
University of Wanwick
U.K. |
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Ayalvadi Ganesh
|
Microsoft Corporation
One Microsoft Way, Redmond, USA
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Epidemics on graphs: thresholds and curing strategies |
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N. Hemachandra
|
Indian Institute of Technology Bombay
Mumbai
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Sensitivity analysis and related results for some dynamic decision models |
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Monique Jeanblanc
|
University of Evry
France
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Default correlation: a dynamic approach |
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Sandeep Juneja
|
TIFR
Bangalore
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Importance sampling for simulataneous efficient estimation of many rare events |
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Kalpakam S
|
IIT Madras
Chennai
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Perishable inventory models and cost optimization |
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Abhay Karandikar
|
IIT Bombay
Mumbai
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Rajeeva L Karandikar
|
Cranes Software International Limited
Bangalore
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Role of Randomness in design and analysis of Block-Ciphers |
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Karmeshu
|
Jawaharlal Nehru University
New Delhi
|
Stochastic models of Diffusion of innovation in homogenous and hetero- geneous population |
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Arzad Kherani
|
Indian Institute of Technology
New Delhi
|
TCP as distributed implementation of Age Based scheduling |
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A. Krishnamoorthy
|
Cochin University of Science and Technology
Cochin
|
On a Queuing System with Correlated Arrival, Server Interruption and
Resumption / Repetition of Service |
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| Jaroslav Krystul |
University of Twente Enschede
The Netherlands
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Stochastic Hybrid Processes as Solutions of Stochastic Differential Equations |
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Anurag Kumar
|
Indian Institute of Science
Bangalore
|
Optimal Sequential Detection over a Multiple Access Wireless Sensor
Network |
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K. Suresh Kumar
|
I I T Bombay
Mumbai
|
Risk sensitive |
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P. R. Kumar
|
University of Illinois
Urbana-Champaign, USA
|
Control over networks |
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D. Manjunath
|
IIT Bombay
Mumbai
|
Distributed Computation on Random Networks: Survey, New Results and Open Problems |
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Krishanu Maulik
|
Indian Statistical Institute
Kolkata
|
An extension of the
square root law of TCP |
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Ravi R. Mazumdar
|
University of Waterloo
Canada
|
An application of Clark's formula and Malliavain calculus to derive optimal portfolios without the need
to solve HJB eqns etc |
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Vivek Mhatre
|
Bell Lab
Bangalore
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Self-organization in Wireless Networks |
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Thomas Mikosch
|
University of Copenhagen
Denmark
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A general teletraffic model with heavy-tailed components |
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Diganta Mukherjee
|
ICFAI Business School
Kolkata
|
Is the Financial Market Efficient? |
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Bappaditya Mukhopadhyay
|
Development Institute
Sukhrali Mehrauri
Gurgaon
|
Credit Risk Modeling |
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Hiroyuki Nakahara
|
RIKEN, Japan
|
Information geometric approach for neural spike analysis |
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Y. Narahari
|
Indian Institute of Science
Bangalore
|
Mechanism Design for Network Formation Games with Incomplete Information |
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P. R. Parthasarathy
|
I I T Madras
Chennai
|
A birth, death, innovation model of genome evolution |
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Rajeev B
|
Indian Statistical Institute
Bangalore
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The Clark-Ocone formula
revisited |
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Kandethody M. Ramachandran
|
University of South Florida
USA
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Reinforced learning methods for average reward stochastic games |
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S. Ramasubramanian
|
Indian Statistical Institute, Bangalore
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Insurance networks |
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Sreenivasan Ravi
|
University of Mysore
Mysore
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Estimation of VaR using EVT - a review |
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P. K Roy
|
National Brain Research Centre, Manesar
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The Functional Dynamics of Brain and Language: The Constructive Role of Stochasticity and Fluctuations |
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Rahul Roy
|
Indian Statistical Institute
New Delhi
|
A probabilistic model of learning from neighbours |
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Abhinanada Sarkar
|
GE Global Research
Bangalore
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Nonstationarity and financial
implications |
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Philippe Soulier
|
University of Paris X
France
|
Multivariate regular variation and long memory random fields |
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M. A. Srinivasan
|
MIT, USA
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Christophe Vignat
|
Univ. Marne la Vallee
Cedex 2, FRANCE
|
Properties of Student t- random walks |
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