{"id":2685,"date":"2023-11-15T14:46:00","date_gmt":"2023-11-15T19:46:00","guid":{"rendered":"https:\/\/www.bu.edu\/stat\/?page_id=2685"},"modified":"2026-09-03T12:33:44","modified_gmt":"2026-09-03T16:33:44","slug":"statistics-and-probability-seminar-series","status":"publish","type":"page","link":"https:\/\/www.bu.edu\/stat\/statistics-and-probability-seminar-series\/","title":{"rendered":"Statistics and Probability Seminar Series"},"content":{"rendered":"<h2>Statistics and Probability Seminar Series<\/h2>\n<p>See also our <a href=\"https:\/\/www.bu.edu\/math\/calendar\/\">calendar<\/a> for a complete list of the Department of Mathematics and Statistics seminars and events.<\/p>\n<p>Please email Guangqu ZHENG (<a href=\"mailto:gzheng90@bu.edu\" target=\"_blank\" rel=\"noopener noreferrer\">gzheng90@bu.edu<\/a>) if you would like to be added to the email list.<\/p>\n<h2 style=\"color: #ff0000;\"><strong>Fall 2026 Dates<\/strong><\/h2>\n<h4><strong>(Time\/location: Thursdays 4-5pm\/CDS 365)<\/strong><\/h4>\n<h3><strong>September 10: <a href=\"https:\/\/www.researchgate.net\/profile\/Youssef-Hakiki\" target=\"_blank\" rel=\"noopener\">Youssef Hakiki<\/a> (Purdue)<br \/>\n<\/strong><\/h3>\n<ul>\n<li>\n<h3>Title: On It\u00f4-Stratonovich formula for rough sheets<\/h3>\n<\/li>\n<li>Abstract: <span>We explore a new strategy towards an It\u00f4-Stratonovich type formula for rough sheets. Historically, planar integration for irregular paths has been notoriously cumbersome. The emergence of &#8221;mixed differential&#8221; terms in 2D leads to overlapping iterated integrals, which previously required the construction of exhaustive combinatorial structures. As an example of this kind of structure, let us mention the massive 36-element planar signature introduced by K. Chouk and M. Gubinelli (Rough sheets. <\/span><a href=\"https:\/\/arxiv.org\/pdf\/1406.7748\">https:\/\/arxiv.org\/pdf\/1406.7748<\/a><span>, 2014). In this work we propose a simplified setting for rough calculus in the plane, which relies on elementary Taylor expansions in a more fundamental way. We claim that this simple trick allows us to significantly streamline the complexity of planar algebraic integration. We illustrate this methodology for a specialized <em>Rough-Young<\/em> framework: we extend the classical planar change-of-variable formula to paths possessing an asymmetric H\u00f6lder regularity: \\gamma_1 &gt; 1\/3 in the first direction and \\gamma_2 &gt; 1\/2 in the second direction. Relying on a structured controlled path expansions, we rigorously minimize the set of iterated integrals needed in the signature, and express the resulting planar change-of-variable formula as the explicit limit of Riemann sums.<\/span><\/li>\n<\/ul>\n<h3><strong>September 17: <a href=\"https:\/\/ise.illinois.edu\/directory\/profile\/r-sowers\" target=\"_blank\" rel=\"noopener\">Richard Sowers<\/a> (UIUC) [joint with <\/strong><a href=\"https:\/\/www.bu.edu\/math\/research\/dynamical-systems\/\" target=\"_blank\" rel=\"noopener\">Dynamical Systems Seminars<\/a><strong><span>]<\/span><br \/>\n<\/strong><\/h3>\n<ul>\n<li>\n<h3>Title: <span>Side boundary conditions for a Kolmogorov Diffusion<\/span><\/h3>\n<\/li>\n<li>Abstract: <span>We consider a Kolmogorov-type PDE corresponding to a particle under white noise force.\u00a0 We are interested in stopping the process at a fixed position, i.e., imposing Dirichlet conditions at a side boundary.\u00a0 We construct a simple Gaussian heat kernel inside the domain, and investigate a boundary-layer kernel, connected to some work by McKean.\u00a0 We show that this boundary layer heat kernel has a novel jump condition.\u00a0 We outline a polynomial expansion of for the heat kernels, and then construct a Volterra equation for solving the original problem.\u00a0 The novel jump leads to a periodic structure of the Volterra equation.<\/span><\/li>\n<\/ul>\n<h3><strong>September 24: no talk, faculty meeting<\/strong><\/h3>\n<h3><strong>October 1: <a href=\"https:\/\/www.math.utah.edu\/~firas\/\" target=\"_blank\" rel=\"noopener\">Firas Rassoul-Agha<\/a> (University of Utah)\u00a0<\/strong><strong><\/strong><\/h3>\n<h3><strong>October 8: <a href=\"https:\/\/sites.google.com\/view\/zhengjiang-lin\/home\" target=\"_blank\" rel=\"noopener\">Zhengjiang Lin<\/a> (MIT)<\/strong><\/h3>\n<h3><strong>October 15: <a href=\"https:\/\/www.math.columbia.edu\/~rv2549\/\" target=\"_blank\" rel=\"noopener\">Roger Van Peski<\/a> (Columbia University)\u00a0<\/strong><\/h3>\n<h3><strong>October 22: <a href=\"https:\/\/yangfengstat.github.io\/\" target=\"_blank\" rel=\"noopener\">Yang Feng<\/a> (NYU)<\/strong><\/h3>\n<h3><strong>October 29: <a href=\"https:\/\/sites.google.com\/view\/annavidotto\/home\" target=\"_blank\" rel=\"noopener\">Anna Vidotto<\/a> (<span>Sapienza University of Rome<\/span>)\u00a0<\/strong><\/h3>\n<h3><strong>November 5: <a href=\"https:\/\/sites.ualberta.ca\/~yaozhong\/\" target=\"_blank\" rel=\"noopener\">Yaozhong Hu<\/a> (University of Alberta)\u00a0<\/strong><strong><\/strong><\/h3>\n<h3><strong>November 12: <a href=\"https:\/\/stt.msu.edu\/users\/maiti\/\" target=\"_blank\" rel=\"noopener\">Tapabrata (Taps) Maiti<\/a> (Michigan State University)\u00a0<\/strong><strong><\/strong><\/h3>\n<h3><strong>November 19: <a href=\"https:\/\/sites.google.com\/brown.edu\/phuchuulam\/home\" target=\"_blank\" rel=\"noopener\">Phuc Huu Lam<\/a> (Brown University)\u00a0<\/strong><strong><\/strong><\/h3>\n<h3><strong>December 3: D.M.<\/strong><\/h3>\n<h3><strong>December 10: <a href=\"https:\/\/www.stat.berkeley.edu\/~aditya\/\" target=\"_blank\" rel=\"noopener\">Adityanand Guntuboyina<\/a> (<span>UC Berkeley<\/span>)\u00a0<\/strong><\/h3>\n<h2 style=\"color: #ff0000;\"><strong>Previous Speakers<\/strong><\/h2>\n<h2 style=\"color: #ff0000;\"><strong>Spring 2026<\/strong><\/h2>\n<h3><a href=\"https:\/\/math.bu.edu\/people\/msalins\/\" target=\"_blank\" rel=\"noopener noreferrer\">Mickey Salins<\/a> (BU)<\/h3>\n<ul><\/ul>\n<h3><a href=\"https:\/\/www4.stat.ncsu.edu\/~rgmarti3\/\/\" target=\"_blank\" rel=\"noopener noreferrer\">Ryan Martin<\/a> (<span>North Carolina State)<\/span><\/h3>\n<ul><\/ul>\n<h3><a href=\"https:\/\/pages.stat.wisc.edu\/~dpati2\/\" target=\"_blank\" rel=\"noopener noreferrer\">Debdeep Pati<\/a> (University of Wisconsin-Madison)<\/h3>\n<ul><\/ul>\n<h3><a href=\"https:\/\/roeegutman.wordpress.com\/\" target=\"_blank\" rel=\"noopener noreferrer\">Roee Gutman<\/a> (Brown University)<\/h3>\n<ul><\/ul>\n<h3><a href=\"https:\/\/mathjinsukim.com\/\" target=\"_blank\" rel=\"noopener\">Jinsu Kim<\/a> (POSTECH)<\/h3>\n<ul><\/ul>\n<h3><a href=\"https:\/\/xiaojing-wang.uconn.edu\/\" target=\"_blank\" rel=\"noopener\">Xiaojing Wang<\/a> (<span>University of Connecticut<\/span>)<\/h3>\n<ul><\/ul>\n<h3><a href=\"https:\/\/junwei-lu.github.io\/\" target=\"_blank\" rel=\"noopener\">Junwei Lu<\/a> (Harvard University)<\/h3>\n<ul><\/ul>\n<h3><a href=\"https:\/\/sites.google.com\/view\/domenicomarinucci\" target=\"_blank\" rel=\"noopener\">Domenico Marinucci<\/a> (<span>University of Rome Tor Vergata<\/span>)<\/h3>\n<ul><\/ul>\n<h3><a href=\"https:\/\/vivo.brown.edu\/display\/czigler\" target=\"_blank\" rel=\"noopener\">Corwin Zigler<\/a> (Brown University)<\/h3>\n<h3><a href=\"https:\/\/github.com\/jeremyz\" target=\"_blank\" rel=\"noopener\">J\u00e9r\u00e9my Zurcher<\/a> (Georgia Tech)<\/h3>\n<ul><\/ul>\n<h3><a href=\"https:\/\/zhouquan34.github.io\/\" target=\"_blank\" rel=\"noopener\">Quan Zhou<\/a> (Texas A&amp;M)<\/h3>\n<ul><\/ul>\n<h3><a href=\"https:\/\/sites.google.com\/view\/kluh\/\" target=\"_blank\" rel=\"noopener\">Kyle Luh<\/a> (<span>CU Boulder<\/span>)<\/h3>\n<ul><\/ul>\n<h3><a href=\"https:\/\/sites.math.duke.edu\/~ajd91\/\" target=\"_blank\" rel=\"noopener\">Alex Dunlap<\/a> (Duke)<\/h3>\n<h3><a href=\"https:\/\/www.bu.edu\/math\/profile\/shivam-dhama\/\" target=\"_blank\" rel=\"noopener\">Shivam Dhama<\/a> (Boston U.)<\/h3>\n<ul><\/ul>\n<h2 style=\"color: #ff0000;\"><strong>Fall 2025<\/strong><\/h2>\n<h3><a href=\"https:\/\/sites.google.com\/umass.edu\/lulukang\/home\" target=\"_blank\" rel=\"noopener noreferrer\">Lulu Kang<\/a> (Umass <span class=\"C9DxTc aw5Odc \">Amherst<\/span>)<\/h3>\n<ul><\/ul>\n<h3><a href=\"https:\/\/homepages.math.uic.edu\/~couyang\/\" target=\"_blank\" rel=\"noopener noreferrer\">Cheng Ouyang<\/a> (University of Illinois at Chicago)<\/h3>\n<ul><\/ul>\n<h3><a href=\"https:\/\/www.nathanrossprob.com\/\" target=\"_blank\" rel=\"noopener noreferrer\">Nathan Ross<\/a> (University of Melbourne)<\/h3>\n<h3><a href=\"https:\/\/www.maths.ox.ac.uk\/people\/konstantin.riedl\" target=\"_blank\" rel=\"noopener noreferrer\">Konstantin Riedl<\/a> (University of Oxford)<\/h3>\n<h3><a href=\"https:\/\/www.math.utah.edu\/~davar\/\" target=\"_blank\" rel=\"noopener noreferrer\">Davar Khoshnevisan<\/a> (University of Utah)<\/h3>\n<h3><span><a href=\"http:\/\/stevenson.lab.uconn.edu\" target=\"_blank\" rel=\"noopener noreferrer\">Ian Stevenson<\/a> (University of Connecticut)<\/span><\/h3>\n<h3><a href=\"https:\/\/statweb.rutgers.edu\/qh85\/\" target=\"_blank\" rel=\"noopener noreferrer\">Qiyang Han<\/a> (Rutgers University)<\/h3>\n<h3><a href=\"https:\/\/www.stt.msu.edu\/~xiaoyimi\/\" target=\"_blank\" rel=\"noopener noreferrer\">Yimin Xiao<\/a> (Michigan State University)<\/h3>\n<h3><a href=\"https:\/\/webhome.auburn.edu\/~lzc0090\/index.html\" target=\"_blank\" rel=\"noopener noreferrer\">Le Chen<\/a> (Auburn University)<\/h3>\n<h3><a href=\"https:\/\/www.iit.edu\/directory\/people\/igor-cialenco\" target=\"_blank\" rel=\"noopener noreferrer\">Igor Cialenco<\/a> (Illinois Institute of Technology)<\/h3>\n<h3><a href=\"https:\/\/sites.google.com\/view\/oanh-nguyen\/home\" target=\"_blank\" rel=\"noopener noreferrer\">Oanh Nguyen<\/a> (Brown University)<\/h3>\n<h2 style=\"color: #ff0000;\"><strong>Spring 2025<\/strong><\/h2>\n<h3><span style=\"color: #000000;\">Yuchen Wu (University of Pennsylvania)<\/span><\/h3>\n<h3><span style=\"color: #000000;\">Ye Tian (Columbia University)<\/span><\/h3>\n<h3><span style=\"color: #000000;\">Charles Margossian (Flatiron Institute)<\/span><\/h3>\n<h3><span style=\"color: #000000;\">Yuetian Luo (University of Chicago)<\/span><\/h3>\n<h3><span style=\"color: #000000;\">Kai Tan (Rutgers University)<span style=\"font-size: 18.72px;\">\u00a0\u00a0<\/span><\/span><\/h3>\n<h3><span style=\"color: #000000;\">Anirban Chatterjee (University of Pennsylvania)<\/span><\/h3>\n<h3><span style=\"color: #000000;\">Georgia Papadogeorgou (University of Florida)<\/span><\/h3>\n<h3><span style=\"color: #000000;\">Murali Haran (Pennsylvania State University)<\/span><\/h3>\n<h3><span style=\"color: #000000;\">Yuguo Chen (University of Illinois at Urbana-Champaign)<\/span><\/h3>\n<h3><span style=\"color: #000000;\">Youssef Marzouk (MIT)<\/span><\/h3>\n<h3><span style=\"color: #000000;\">Yao Xie (Georgia Institute of Technology)<\/span><\/h3>\n<h3><span style=\"color: #000000;\">Andrea Rotnitzky (University of Washington)<\/span><\/h3>\n<h3><span style=\"color: #000000;\">Nabarun Deb (University of Chicago)<\/span><\/h3>\n<h3><span style=\"color: #000000;\">Jonathan Huggins (Boston University)<\/span><\/h3>\n<h2 style=\"color: #ff0000;\"><strong>Fall 2024<\/strong><\/h2>\n<h3><a href=\"https:\/\/www2.math.uconn.edu\/~zhongyang\/\">Zhongyang Li (University of Connecticut)<\/a><\/h3>\n<h3><a href=\"https:\/\/devavrat.mit.edu\">Devavrat Shah (MIT)<\/a><\/h3>\n<h3><a href=\"https:\/\/nateshpillai.com\">Natesh Pillai (Harvard University)<\/a><\/h3>\n<h3><a href=\"http:\/\/biology.ucsd.edu\/research\/faculty\/preinagel\">Pamela Reinagel (UC San Diego)<\/a><\/h3>\n<h3><a href=\"http:\/\/www.stat.columbia.edu\/~bodhi\/Bodhi\/Welcome.html\"><span>Bodhisattva<\/span> Sen (Columbia University)<\/a><\/h3>\n<h3><a href=\"http:\/\/people.seas.harvard.edu\/~samurphy\/\">Susan Murphy (Harvard University)<\/a><\/h3>\n<h3><a href=\"https:\/\/people.math.umass.edu\/~lr7q\">Luc Rey-Bellet (University of Massachusetts Amherst)<\/a><\/h3>\n<h3><a href=\"https:\/\/jmurphy.math.tufts.edu\"><span>James Murphy (Tufts University)<\/span><\/a><\/h3>\n<h3><a href=\"https:\/\/sites.harvard.edu\/prs499\/\">Pragya Sur (Harvard University)<\/a><\/h3>\n<h2 style=\"color: #ff0000;\"><strong>Spring 2024<\/strong><\/h2>\n<h3><a href=\"https:\/\/zke.fas.harvard.edu\">Tracy Ke (Harvard University)<\/a><\/h3>\n<h3><a href=\"https:\/\/www.stevens.edu\/profile\/fliu22\">Feng Liu (Stevens Institute of Technology)<\/a><\/h3>\n<h3><a href=\"https:\/\/scholar.harvard.edu\/rajarshi\/home\">Rajarshi Mukherjee (Harvard University)<\/a><\/h3>\n<h3><a href=\"https:\/\/docenti.unicatt.it\/ppd2\/en\/docenti\/35448\/guido-consonni\/profilo\">Guido Consonni (Universit\u00e0 Cattolica del Sacro Cuore)<\/a><\/h3>\n<h3><a href=\"https:\/\/www2.stat.duke.edu\/~fl35\">Fan Li (Duke University)<\/a><\/h3>\n<h3><a href=\"https:\/\/www.brown.edu\/academics\/applied-mathematics\/faculty\/kavita-ramanan\/home\">Kavita Ramanan (Brown University)<\/a><\/h3>\n<h2 style=\"color: #ff0000;\"><strong>Fall 2023<\/strong><strong><\/strong><strong><\/strong><\/h2>\n<h3><a href=\"http:\/\/www.columbia.edu\/~cgr2130\/\">Cynthia Rush (Columbia University)<\/a><\/h3>\n<h3><a href=\"https:\/\/people.njit.edu\/faculty\/maclauri\">James Maclaurin (New Jersey Institute of Technology)<\/a><\/h3>\n<h3><a href=\"https:\/\/sites.google.com\/site\/ruoyuwu90\/\">Ruoyu Wu (Iowa State University)<\/a><\/h3>\n<h3><a href=\"https:\/\/pni.princeton.edu\/faculty\/jonathan-pillow\">Jonathan Pillow (Princeton University)<\/a><\/h3>\n<h3><a href=\"https:\/\/sites.harvard.edu\/sus977\/\">Subhabrata Sen (Harvard University)<\/a><\/h3>\n<h3><a href=\"http:\/\/webhome.auburn.edu\/~lzc0090\/index.html\">Le Chen (Auburn University)<\/a><\/h3>\n<h3><a href=\"https:\/\/mysite.science.uottawa.ca\/rbalan\/\">Raluca Balan (University of Ottawa)<\/a><\/h3>\n<h3><a href=\"https:\/\/statistics.wharton.upenn.edu\/profile\/ett\/\">Eric Tchetgen Tchetgen (University of Pennsylvania)<\/a><\/h3>\n<h3><a href=\"https:\/\/www.hsph.harvard.edu\/tyler-vanderweele\/\">Tyler VanderWeele (Harvard University)<\/a><\/h3>\n<h3><a href=\"http:\/\/jrzubizarreta.com\">Jose Zubizarreta (Harvard University)<\/a><\/h3>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Statistics and Probability Seminar Series See also our calendar for a complete list of the Department of Mathematics and Statistics seminars and events. Please email Guangqu ZHENG (gzheng90@bu.edu) if you would like to be added to the email list. Fall 2026 Dates (Time\/location: Thursdays 4-5pm\/CDS 365) September 10: Youssef Hakiki (Purdue) Title: On It\u00f4-Stratonovich formula [&hellip;]<\/p>\n","protected":false},"author":21416,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":[],"_links":{"self":[{"href":"https:\/\/www.bu.edu\/stat\/wp-json\/wp\/v2\/pages\/2685"}],"collection":[{"href":"https:\/\/www.bu.edu\/stat\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.bu.edu\/stat\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.bu.edu\/stat\/wp-json\/wp\/v2\/users\/21416"}],"replies":[{"embeddable":true,"href":"https:\/\/www.bu.edu\/stat\/wp-json\/wp\/v2\/comments?post=2685"}],"version-history":[{"count":51,"href":"https:\/\/www.bu.edu\/stat\/wp-json\/wp\/v2\/pages\/2685\/revisions"}],"predecessor-version":[{"id":2928,"href":"https:\/\/www.bu.edu\/stat\/wp-json\/wp\/v2\/pages\/2685\/revisions\/2928"}],"wp:attachment":[{"href":"https:\/\/www.bu.edu\/stat\/wp-json\/wp\/v2\/media?parent=2685"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}