Monday, June 27 Monday Schedule of Contributed Paper Sessions

Time	A Corwin East	B State Street	C Harbor	D Corwin West
	A1 - Branching Processes Chaired by J.F. LeGall	B1 - Stochastic Modeling in Physics and Biology I Chaired by S. Kou	C1 - Random Matrices and Related Processes Chaired by P. Deift	D1 - Mathematical Finance I Chaired by J. Vecer
2:00~2:20	Aldous A critical branching process model for biodiversity	Ozbek Decomposition of motor unit firing pattern with Kalman filtering	El-Karoui Recent results about the largest eigenvalue of large random covariance matrices and statistical applications	Lee Insider's hedging in jump diffusion model
2:25~2:45	Harris J. Branching Brownian motion with absorption	Papavasiliou Simulating multiscale systems	Kawczak On spectrum of the covariance operator for nilpotent Markov chain	Lim Pricing derivative securities in incomplete markets: a simple approach
2:50~3:10	Harris S. Application of `spines' in branching diffusions	Piryatinska Estimations of the parameters of the smoothly truncated Lévy distributions and their applications to EEG-sleep patterns of neonates	Liao Simultaneous bootstrap confidence region for covariance matrix	Zitkovic Financial equilibria in the semimartingale setting: complete markets and markets with withdrawal constraints
3:15~3:35	Yanev Number of infinite N-ary subtrees on Galton-Watson trees	Shcherbakov Cooperative sequential absorption and related sequential Markov point processes	Rider Gaussian fluctuations for non-Hermitian random matrix ensembles	Zhang Continuous-time principal-agent problems with hidden actions
3:35~3:50	Refreshments
	A2 - Stochastic Analysis I Chaired by H. Kaspi	B2 - Stochastic Modeling in Physics and Biology II Chaired by T. Warnow	C2 - Ruin and Gambling Chaired by A. Puha	D2 - Stochastic Control Chaired by D. Ocone
3:50~4:10	Zhou Exit problems for reflected spectrally negative Lévy processes	Atzberger A stochastic immersed boundary method for microscale biological fluid dynamics	Allaart Prophet regions for uniformly bounded random variables with random discounting	Hadjiliadis Change-point detection in the Brownian motion model with two-sided alternatives
4:15~4:35	Salminen Integral functionals, occupation times and hitting times of diffusions	Kou Stochastic modeling in single molecule biophysics	Krinik Gambler's ruin with catastrophes	Weerasinghe A bounded variation control problem for diffusion processes
4:40~5:00	Ryznar Hitting distributions of geometric Brownian motion	Yang Canonical forms for identifying aggregated Markov models of single ion channel gating kinetics	Schweinsberg Improving on bold play when the gambler is restricted	Yao Corrected random walk approximations to free boundary problems in optimal stopping
5:00~5:25	Bojchuk On boundary functionals connected with crossing of the level by Lévy process	Nacu Ant networks	Lu Finite horizon ruin probability computation for heavy tailed distributions through corrected diffusion approximation	Zamfirescu Martingale approach to stochastic control with discretionary stopping

Tuesday, June 28 Tuesday Schedule of Contributed Paper Sessions

Time	A Corwin East	B State Street	C Harbor	D Corwin West
	A3 - Interacting Particle Systems Chaired by A.S. Sznitman	B3 - Information and Related Topics Chaired by A. Carter	C3 - Long-range Dependence and Heavy-Tails Chaired by M. Ryznar	D3 - Mathematical Finance II Chaired by J. Zhang
2:00~2:20	Assing The behavior of the critical second order field in the symmetric simple exclusion regime	Debowski Excess entropy, ergodic decomposition, and universal codes	Didier Gaussian stationary processes: discrete approximations, special wavelet decompositions and simulation	Figueroa-Lopez On optimal portfolios in a Lévy market via fictitious completion
2:25~2:45	Kordzakhia A predator-prey model on a homogeneous tree	Fabian Core function of stationary non-Gaussian process	Kozubowski Fractional Laplace motion	Ludkovski Solving optimal switching problems by simulation
2:50~3:10	Loebus Weak convergence of n-particle systems using bilinear forms	Jain Simulation-based uniform estimates of value functions of Markov decision processes	Podgorski Negative bionomial Lévy process	Meng Optimal portfolio selection strategies in the presence of transaction costs
3:15~3:35	Rassoul-Agha The random average process and random walk in a space-time random environment in one dimension	Rezaeian The entropy rate of the hidden Markov process	Zanten Representations of fractional Brownian motion using vibrating strings	Palczewski Impulsive control of portfolios
3:35~3:50	Refreshments
	A4 - Stochastic Analysis II Chaired by B. Rider	B4 - Time Series Chaired by K. Podgorski	C4 - Limit Theorems Chaired by J. Yukich	D4 - Mathematical Finance III Chaired by G. Zitkovic
3:50~4:10	Delmas Fragmentation associated to Lévy processes using snake	Di Lascio Nonlinear ARMA doubly stochastic and state dependent models: a new general approach to nonlinear time series analysis	Balan A strong invariance principle for associated random fields	Beutner On the mean-variance hedging problem under transaction costs and the "No-free-lunch in L^2 condition
4:15~4:35	Erlihson Limit shapes of coagulation-fragmentation processes on the set of partitions	Helan Forecasting performance of asymmetric GARCH models	Bradley On a stationary, triple-wise independent, absolutely regular counterexample to the central limit theorem	Bishwal The value of waiting to invest under persistent shocks
4:40~5:00	Strum A super-stable motion with infinite mean branching	Torrisi Approximate and perfect simulation of spatial Hawkes processes	Carter Approximating nonparametric regression experiments by continuous Gaussian processes when the variance is unknown	Vecer Crash options, rally options
5:05~5:25	Swanson Weak convergence of the median of independent Brownian motions

Thursday, June 30 Thursday Schedule of Contributed Paper Sessions

Time	A Corwin East	B State Street	C Harbor	D Corwin West
	A5 - Stochastic Analysis III Chaired by G. O'Brien	B5 - Stochastic Networks Chaired by P. Glynn	C5 - Extremes/Path Properties Chaired by R. Bradley	D5 - Risk Theory Chaired by M. Tehranchi
2:00~2:20	Cox Skorokhod embeddings with Chacon-Walsh style constructions	Ghosh Optimal controls for stochastic networks in heavy traffic	Herbin Hölder regularity for a set-indexed fractional Brownian motion	Blanchet Approximations for the distribution of infinite horizon discounted rewards
2:25~2:45	Kaspi A characterization of the Infinitely divisible squared Gaussian processes	Kang An invariance principle for semimartingale reflecting Brownian motions (SRBMs) in domains with piecewise smooth boundaries	Nardi On the distribution of the maximum of a smooth Gaussian field	Molina Risk measures for derivative securities on diffusion processes
2:50~3:10	Picard About the stochastic integral representation of Wiener functionals	Puha The fluid limit of an overloaded processor sharing queue	Sanz-Sole Small perturbations of rough paths of fractional Brownian motion	Chernobai Modelling catastrophe claims with left-truncated severity distributions
3:15~3:35	Sauga Anomalous mobility of Brownian particles in a tilted symmetric sawtooth potential	Xia Poisson process approximation in Jackson networks	Yukich Central limit theorems for convex hulls and maximal points
3:35~3:50	Refreshments
	A6 - Stochastic Integrals Chaired by R. Feldman	B6 - Filtering and Estimation Chaired by J. Schweinsberg	C6 - Stochastic Partial Differential Equations Chaired by M. Chaleyat-Maurel	D6 - Mathematical Finance IV Chaired by D. Duffie
3:50~4:10	Hult Extremal behavior of stochastic integrals driven by regularly varying Lévy processes	Bhattacharya Weighted conditional least squares estimation and its asymptotic properties for controlled branching processes	Bonnet On some nonlinear SPDE's, from branching particle systems to fluid dynamics	Rossi Contingent claims valuation in a class of nonnormal autoregressive multifactor forward rate models
4:15~4:35	Tin-Lam The Henstock approach to multiple stochastic integrals	Chigansky What is always stable in nonlinear filtering?	Gawarecki A relationship between finite and infinite dimensional stochastic differential equations	Durrleman From implied to spot volatilities
4:40~5:00	Bishwal Stochastic integration and truncated Hausdorff moment problem	Konecny Optimal nonlinear and linear filtering of Poisson cluster processes	Lototsky SPDEs, Wiener chaos, and turbulent transport	Tehranchi The term structure approach to implied volatility