University of Alberta

Abstract We consider a stochastic differential equation involving standard and fractional Brownian motion with unknown drift parameter to be estimated. We investigate the standard maximum likelihood estimate of the drift parameter, two non-standard...

Abstract: Over the past few years quadratic Backward Stochastic Differential Equations (BSDEs) have been a popular field of research. However there are only very few examples where explicit solutions for these equations are known. In this talk we...

For parabolic differential equations, space and time discretization methods, so called full discretizations, are necessary to determine the dynamics on center manifolds. Until now, only very little seems to be known about the convergence of these...

We consider the best approximation of a function by a linear combination of a set of linearly independent basis functions, for example, by a polynomial of a certain degree. The function to be approximated is not known explicitly, but the input and...

After discussing the need for implicit constitutive relations to describethe response of both non-linear fluids and solids, I will discussapplications wherein they can be gainfully exploited. It will be shownthat such implicit relations can explain...

COURSE STRUCTURE Humans have introduced most of the alien species found worldwide. If these species manage to survive, reproduce, spread and finally harm a new environment, they are called invasive. Invasive species can change habitats and ecosystem...

One of the main tasks in modern imaging and applied harmonic analysis is to construct suitable representation systems along with fast implementable algorithms for efficient decomposition and analysis of multidimensional data. It is by now well known...

In this talk, which is a combination of theory and experiment, we will introduce the notion of weak ellipticity -- a non-standard characteristic property of certain PDE systems. As physical illustrations and motivations, we will discuss two long...