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Consistency of MLE for partially observed diffusions: application to market microstructure modeling
Presenter
- Sergey Nadtochiy
December 9, 2021
IMSI
A mean-field game for default contagion in dense financial networks
Presenter
- Sergey Nadtochiy
November 18, 2021
IMSI
Maximally recoverable codes (BONUS - Mini-tutorial on storage!)
Presenter
- Sergey Yekhanin
June 13, 2016
ICERM
Supersolvable arrangements: higher topological complexity of the complements, randomness.
Presenter
- Sergey Yuzvinsky
July 8, 2015
ICERM
Kolmogorov width of discrete linear spaces: an approach to matrix rigidity
Presenter
- Sergey Yekhanin
March 31, 2015
IAS
q-deformed Whittaker functions and the local Langlands correspondence
Presenter
- Sergey Oblezin
March 7, 2013
ICERM