Language: English/ Putonghua
Aim:
Professional experts from local and international financial/technological firms are invited to give seminars on the applications of mathematics to real-world pr...
ABSTRACT
In this talk, I will present recent results on three types (subsonic, supersonic, smooth transonic) of solutions to the steady Euler-Poisson system This talk is based on several joint work...
Copulas became popular in finance and insurance for modeling stochastic dependence. However, classical copula models often fail to provide adequate dependence models for real data....
ABSTRACT
We discuss mathematical aspects of how to digitally represent information. Redundancy or oversampling is an important ingredient in many types of signal representations....
We present a control variate estimator for a quantity of interest that can be expressed as the expectation of a function of a random process, that is itself the solution of a differential equation (or...
ABSTRACT
We consider the 2-dim capillary gravity water wave problem -- the free boundary problem of the Euler equation with gravity and surface tension -- of finite depth $x_2 \in (-h,0)$ linearize...