2016/11/26-2016/11/29
| Sunday morning, November 27, 2016 | |
| Plenary Session, Venue: Teaching Building 1, Room 107 (第一教学楼107) | |
| Chair | Anyue Chen (陈安岳), Southern University of Science and Technology |
| 8:20-9:00 | Opening and Group Photo Session |
| Chair | Mu-Fa Chen (陈木法), Beijing Normal University |
| 9:00-9:40 | Jiaan Yan (严加安), Chinese Academy of Sciences |
| Probability theory, stochastic analysis and financial mathematics(概率论、随机分析与金融数学) | |
| 9:40-10:20 | Zhiming Ma (马志明), Chinese Academy of Sciences |
| Semi-Dirichlet forms and positivity preserving forms | |
| 10:20-10:40 | Tea break |
| Chair | Zhiming Ma (马志明), Chinese Academy of Sciences |
| 10:40-11:20 | Shige Peng (彭实戈), Shandong University |
| Quantifying and parameterizing model risk under uncertainty | |
| 11:20-12:00 | Terry Lyons, University of Oxford |
| Lipchitz functions on path space and high order potential theory | |
| Lunch: Staff Dining Hall (教工餐厅) | |
| Sunday afternoon, November 27, 2016 | |
| Parallel Session I, Venue: Teaching Building 1, Room 107 (第一教学楼107) | |
| Chair | Qi-Man Shao (邵启满), The Chinese University of Hong Kong |
| 14:30-15:00 | Zenghu Li (李增沪), Beijing Normal University |
| Asymptotic results for exponential functionals of Lévy processes | |
| 15:00-15:30 | Hailiang Yang (杨海亮), The University of Hong Kong |
| Geometric stopping of a random walk and applications | |
| 15:30-16:00 | Junping Li (李俊平), Central South University |
| Decay property of stopped Markovian bulk-arriving queues with c-servers | |
| 16:00-16:20 | Tea break |
| Chair | Hailiang Yang (杨海亮), The University of Hong Kong |
| 16:20-16:50 | Zaiming Liu (刘再明), Central South University |
| Heavy-traffic asymptotics of priority polling system with threshold service policy | |
| 16:50-17:20 | Xinghua Zheng (郑星华), Hong Kong University of Science and Technology |
| On the maximal displacement of subcritical branching random walks | |
| 17:20-17:50 | Xiao Fang (方笑), The Chinese University of Hong Kong |
| On the central limit theorem for homogeneous sums | |
| 18:30-20:30 | Banquet: Guest House 1, first floor (专家公寓1栋1层） |
| Parallel Session II, Venue: Teaching Building 1, Room 110 (第一教学楼110) | |
| Chair | Jiangang Ying (应坚刚), Fudan University |
| 14:30-15:00 | Weian Zheng (郑伟安), East China Normal University |
| Forecasting semi-stationary processes and statistical arbitrage | |
| 15:00-15:30 | Caishi Wang (王才士), Northwest Normal University |
| Quantum random walk in terms of quantum Bernoulli noises | |
| 15:30-16:00 | Yong Ren (任永), Anhui Normal University |
| Multi-valued stochastic differential equations driven by G-Brownian motion andrelated stochastic control problems | |
| 16:00-16:20 | Tea break |
| Chair | Weian Zheng (郑伟安), East China Normal University |
| 16:20-16:50 | Jiagang Ren (任佳刚), Sun Yat-sen University |
| Equivalence of viscosity solutions and distribution ones for Neumann problems | |
| 16:50-17:20 | Yong Jiao (焦勇), Central South University |
| Disjointification inequalities in noncommutative probability | |
| 17:20-17:50 | Dejun Luo (罗德军), Chinese Academy of Sciences |
| Refined basic coupling and regularity of semigroups associated to SDEs driven byLévy processes | |
| 18:30-20:30 | Banquet: Guest House 1, first floor (专家公寓1栋1层） |
| Monday morning, November 28, 2016 | |
| Parallel Session I, Venue: Library, Room 110（图书馆110） | |
| Chair | Zenghu Li (李增沪), Beijing Normal University |
| 8:30-9:00 | Erik A. van Doorn, University of Twente |
| Asymptotic aperiodicity and the strong ratio limit property of Markov chains | |
| 9:00-9:30 | Masaaki Kijima, University of Tsukub |
| A chaos expansion approach to approximation the strong solution of stochasticdifferential equations | |
| 9:30-10:00 | Jianfeng Yao (姚建峰), The University of Hong Kong |
| CLT for random sesquilinear forms and its applications to large spiked samplecovariance matrices | |
| 10:00-10:20 | Tea break |
| Chair | Jianfeng Yao (姚建峰), The University of Hong Kong |
| 10:20-10:50 | Wanyang Dai (戴万阳), Nanjing University |
| Functional limits for TSRRPs and SDEs with skew reflections | |
| 10:50-11:20 | Xian-Yuan Wu (吴宪远), Capital Normal University |
| On the modified Newman-Watts small world and its random walk | |
| 11:20-11:50 | Lihu Xu (徐礼虎), University of Macau |
| Sparse Poisson regression with penalized weighted score function | |
| Lunch: Guest House 1, first floor (专家公寓1栋1层） | |
| Parallel Session II, Venue: Library, Room 111（图书馆111） | |
| Chair | Jiagang Ren (任佳刚), Sun Yat-sen University |
| 8:30-9:00 | Panki Kim, Seoul National University |
| Estimates of Dirichlet heat kernel for subordinate Brownian motions | |
| 9:00-9:30 | Xicheng Zhang (张希承), Wuhan University |
| Lp-maximal hypoelliptic regularity of nonlocal kinetic Fokker-Planck operators | |
| 9:30-10:00 | Fangjun Xu (徐方军), East China Normal University |
| Kernel entropy estimation for linear processes | |
| 10:00-10:20 | Tea break |
| Chair | Xicheng Zhang (张希承), Wuhan University |
| 10:20-10:50 | Feng-Yu Wang (王凤雨), Beijing Normal University |
| Integrability conditions for invariant probability measure of degenerate functionalSDEs | |
| 10:50-11:20 | Qingshuo Song (宋庆硕), City University of Hong Kong |
| Solvability of Dirichlet problem with fractional differential operator | |
| 11:20-11:50 | Zhiyong Yu (于志勇), Shandong University |
| An optimal feedback control-strategy pair for zero-sum linear-quadratic stochasticdifferential game: the Riccati equation approach | |
| Lunch: Guest House 1, first floor (专家公寓1栋1层） | |
| Monday afternoon, November 28, 2016 | |
| Parallel Session I, Venue: Library, Room 110（图书馆110） | |
| Chair | Xianping Guo (郭先平), Sun Yat-sen University |
| 14:30-15:00 | Yimin Xiao (肖益民), Michigan State University |
| Macroscopic multifractal properties of Lévy processes and stochastic HeatEquations | |
| 15:00-15:30 | Guoxin Liu (刘国欣), Shijiazhuang Tiedao University |
| Exponential change of measure for general piecewise deterministic Markovprocesses | |
| 15:30-16:00 | Chunhua Ma (马春华), Nankai University |
| On super-individuals in continuous state branching processes | |
| 16:00-16:20 | Tea break |
| Chair | Yimin Xiao (肖益民), Michigan State University |
| 16:20-16:50 | Fuqing Gao (高付清), Wuhan University |
| Some asymptotic results for nonlinear Hawkes processes | |
| 16:50-17:20 | Daquan Jiang (蒋达权), Peking University |
| Fluctuations of some non-symmetric or inhomogeneous Markov processes | |
| 17:20-17:50 | Zhuo-Song Zhang (张卓松), The Chinese University of Hong Kong |
| Berry-Esseen bound for unbounded exchangeable pairs | |
| Dinner: Guest House 1, first floor (专家公寓1栋1层） | |
| Parallel Session II, Venue: Library, Room 111（图书馆111） | |
| Chair | Feng-Yu Wang (王凤雨), Beijing Normal University |
| 14:30-15:00 | Jie Xiong (熊捷), University of Macau |
| The large deviation principle and steady-state fluctuation theorem for the entropyproduction rate of a stochastic process in magnetic fields | |
| 15:00-15:30 | Lijun Bo (薄立军), University of Science and Technology of China |
| Risk sensitive asset management and cascading defaults | |
| 15:30-16:00 | Yongsheng Song (宋永生), Chinese Academy of Sciences |
| Properties of G-martingales with finite variation | |
| 16:00-16:20 | Tea break |
| Chair | Jie Xiong (熊捷), University of Macau |
| 16:20-16:50 | Weidong Zhao (赵卫东), Shandong University |
| Accurate methods for solving FBSDEs | |
| 16:50-17:20 | Jianhai Bao (鲍建海), Central South University |
| Wasserstein exponential ergodicity of Markov dynamics with non-Markov randomswitching | |
| 17:20-17:50 | Jiayu Zheng (郑家愉), University of Macau |
| Unique strong solutions of Lévy processes driven stochastic differential equationswith discontinuous coefficients | |
| Dinner: Guest House 1, first floor (专家公寓1栋1层） | |
| Tuesday morning, November 29, 2016 | |
| Parallel Session I, Venue: Library, Room 110（图书馆110） | |
| Chair | Fuqing Gao (高付清), Wuhan University |
| 8:30-9:00 | Xianping Guo (郭先平), Sun Yat-sen University |
| The risk probability criterion for discounted continuous-time Markov decisionprocesses | |
| 9:00-9:30 | Yingqiu Li (李应求), Changsha University of Science & Technology |
| Weighted moments for a branching process in a random environment | |
| 9:30-10:00 | Xuyan Xiang (向绪言), Hunan University of Arts and Science |
| An entropic characterization of long memory stationary process | |
| 10:00-10:20 | Tea break |
| Chair | Yingqiu Li (李应求), Changsha University of Science & Technology |
| 10:20-10:50 | Ning Cai (蔡宁), Hong Kong University of Science and Technology |
| A unified approach to pricing equity and credit derivatives within a generalframework | |
| 10:50-11:20 | Zhigang Bao (鲍志刚), Hong Kong University of Science and Technology |
| Supersymmetry and delocalization of random block band matrices | |
| Lunch: Staff Dining Hall (教工餐厅) | |
| Parallel Session II, Venue: Library, Room 111（图书馆111） | |
| Chair | Weidong Zhao (赵卫东), Shandong University |
| 8:30-9:00 | Yijun Hu (胡亦钧), Wuhan University |
| Multivariate convex risk statistics with scenario analysis | |
| 9:00-9:30 | Jiaowan Luo (罗交晚), Guangzhou University |
| The rate of convergence of Euler approximation for non-autonomous mixedstochastic differential equation | |
| 9:30-10:00 | Huaiqian Li (黎怀谦), Sichuan University |
| Moment estimates in metric measure spaces and applications | |
| 10:00-10:20 | Tea break |
| Chair | Yijun Hu (胡亦钧), Wuhan University |
| 10:20-10:50 | Liping Li (李利平), Chinese Academy of Sciences |
| Regular Dirichlet extensions of one-dimensional Brownian motion | |
| 10:50-11:20 | De-Lei Sheng (绳德磊), Shanxi University of Finance and Economics |
| Explicit solution of reinsurance-investment problem for an insurer with dynamicincome | |
| Lunch: Staff Dining Hall (教工餐厅) | |