Self-similarity and Long-range dependence in Stochastic Processes

Special Session, AMS Central Sectional Meeting, Bloomington, IN, April 1-2, 2017. link

Invited Talks

• Shuyang (Ray) Bai, Between-block dependence under long-range dependence
• Dan Cheng, The expected Euler characteristic approximation for Gaussian vector fields
• Alexandra Chronopoulou, Estimating the correlation in a stochastic volatility model with LRD
• Wai-Tong (Louis) Fan, Stochastic reaction-diffusion equations on graphs
• Xiaoqin Guo, Central limit theorems for random walks in balanced random environment (chalk talk)
• Rafal Kulik, Statistical inference for extremes of long memory processes
• Joseph Najnudel, On the maximum of the Riemann zeta function on random intervals of the critical line
• Erkan Nane, Analysis of space-time fractional stochastic partial differential equations
• Jonathan Peterson, Functional limit laws for recurrent excited random walks
• Vladas Pipiras, A bivariate parametric long-range dependent time series model with general phase
• Jie Shen, Compatibility of change of measures
• Renming Song, Potential theory of subordinate killed Brownian motions
• Samy Tindel, Convergence to equilibrium for rough differential equations
• Yimin Xiao, Fractal properties of operator semistable Levy processes
• Ju-Yi Yen, Excursion landscape