# Survey and recent development on the theory and algorithm of optimal portfolio

## Speaker:

Prof. Zhongxing Ye

## Institution:

Jiao-Tong University, Shanghai and USC

## Time:

Tuesday, May 11, 2004 - 11:00am

## Location:

MSTB 254

Prof. Zhongxing Ye

Jiao-Tong University, Shanghai and USC

Tuesday, May 11, 2004 - 11:00am

MSTB 254

Prof. Natella O'Bryant

UCI

Tuesday, May 18, 2004 - 11:00am

MSTB 254

Prof. P.N. Bishwal

UCSB

Tuesday, February 10, 2004 - 11:00am

MSTB 254

This work is related to statistics of diffusion and its application into math finance

Prof. Kazuhiro Kuwae

Yokohama, visiting UCSD

Tuesday, February 3, 2004 - 11:00am

MSTB 254

I will talk on a generalization of classical Calabi's strong maximum (1957) in the framework of Dirichlet forms associated with strong Feller diffusion processes.

The proof is stochastic and the result can be applicable to a singular geometric space appeared in the measured Gromov-Hausdorff convergence (precisely in the convergence by spectral distance by Kasue Kumura) of compact Riemannian manifolds with uniform lower Ricci curvature and uniform upper diameter.