In this talk, we study two different diffusion models on the random graphs. In the first part, we
consider first passage percolation. We analyze the impact of the edge weights on distances
in sparse…

Abstract:
A general discrete-time framework for deriving equilibrium prices of financial assets is
proposed. It allows for heterogenous agents, unspanned random endowments and convex
trading…

Over the past decade my research group has worked to operationalize our “many-objective visual analytics” (MOVA) framework for the design and management of complex engineered systems.…

Michael Ferris (Wisconsin) - The Price of Energy Storage
Tuesday, September 25, 2012 at 4:15pm
Frank H. T. Rhodes Hall, 253
Uncertainty in forecasts and hourly fluctuations in demand are important…

Hans Föllmer
Institute for Mathematics
Humboldt Universität zu Berlin
Some Martingale Aspects of Financial Bubbles
We discuss some recent developments in the probabilistic analysis of…