Visiting Assistant Professor
Department Statistics and Probability,
American Mathematical
Society Mathematics ArXiv Bogazici
University Mathematics
YAGMUR
SENA NANE (my daughter) |
Contact information
E-mail: nane@stt.msu.edu Phone: 517 432-2355 Fax: 517 432-1405 Teaching (Spring
Semester, 2008) STT 421: Statistics I (MW 5:40-7:00 B102 Wells Hall). STT
441: Probability and Statistics I: Probability (MWF 12:40-1:30 C207 Wells Hall) Colloquiua
of Department of Statistics and Probability
Research
interests
Probability and its Connections to Harmonic Analysis, Partial Differential Equations, Spectral Theory and Geometry. Publications Preprints (papers below are available at http://arxiv.org,
click on the titles below to see). 1. Local times of multidimensional α-time fractional Brownian motion: (Joint with Yimin Xiao), In Preparation. 2. Laws of the iterated logarithm for a class of iterated processes, Submitted (June 2008). 3. Fractional
Cauchy problems on bounded domains: (Joint with M.M. Meerschaert and P. Vellaisamy),
Submitted (February 2008) To
Appear/In press:
Publications
Starting From 2008 1. Large deviations for local time fractional Brownian motion and applications: (Joint with Mark M. Meerschaert and Yimin Xiao), Journal of Mathematical Analysis and Applications , 346 (2008), 432-445. 2. Higher order PDE’s and iterated processes, Trans. Amer. Math. Soc. 360 (2008), 2681-2692. 3. Isoperimetric-type inequalities for iterated Brownian motion in R^{n}, Statistics & Probability Letters , 78 (2008), 90-95. 4. Symmetric α-stable
subordinators and Cauchy problems, IJPAM (International
Journal of Pure and Applied Mathematics) Volume 42 no.2 (2008), 217-225. 2007 1. Lifetime asymptotics
of iterated Brownian motion in R^{n}, Esaim:PS, March 2007,
Vol. 11, pp. 147-160. 2006 1. Iterated Brownian motion in parabola-shaped domains, Potential Anal. 24 (2006), no. 2, 105--123. 2. Iterated Brownian motion in bounded domains in R^{n} , Stochastic Process. Appl. 116 (2006), no. 6, 905--916. 3. Laws of the iterated logarithm
for α-time Brownian motion,
Electron. J. Probab. 11 (2006),
no. 18, 434—459.
1. Subordinated processes and
Cauchy problems, Probability Seminar, Department of mathematics,
University of 2. Iterated Brownian motion and a
related class of processes. Department of Mathematics Colloquium, 3. Iterated
Brownian motion and a related class of processes. Department of Mathematics
and Statistics Colloquium, 4. Iterated
Brownian motion and a related class of processes. Department of Mathematics
and Statistics Colloquium, 5. Iterated Brownian motion and
a related class of processes. Statistics Colloquium,
Department of Statistics and Operations Research, University of North
Carolina, Chapel Hill, January 2008. 6. Symmetric α-stable subordinators and Cauchy
problems. Fourth International
Conference of Applied Mathematics and Computing, ( 7. Symmetric α-stable subordinators and Cauchy
problems. Department of Statistics and Probability Seminar, 8. Iterated Brownian motion: lifetime asymptotics
and isoperimetric-type inequalities, Department of Statistics and
Probability Colloquium,
9. Iterated Brownian motion in open sets in R^{n},
Probability Seminar at the Related Conferences 1. Gaussian Analysis & SPDEs (October 2008) 2. Malliavin Calculus & Appl. (August 2008) 3. Twenty Ninth Midwest Probability Colloquium at the Northwestern University, October 19--20, 2007. 4.
Fourth International
Conference of Applied Mathematics and Computing, ( |
Created by: Erkan Nane
Last Modified: 02/25/2008
Created by: Erkan Nane
Last Modified: 02/25/2008