Assistant Professor
Department of Mathematics and Statistics
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American Mathematical Society
Mathematics ArXiv
Bogazici University Mathematics
YAGMUR SENA NANE (my daughter)
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Contact information E-mail: nane@auburn.edu Phone: 334 844-6595 Fax: 334-844-6555
Teaching (Fall Semester, 2009) STAT 3600-090: Probability and Statistics I (MWF 9:00-950am. 328 Parker Hall) MATH 2660-096: Topics in linear Algebra (T Th 9:30-10:45am. 305 Parker Hall)
Colloquiua of Department of Mathematics and StatisticsResearch interestsProbability 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.
Distributed-order
fractional Cauchy problems on bounded domains: (Joint with M.M. Meerschaert
and P. Vellaisamy),
Submitted. 2.
Local times
of multidimensional α-time fractional Brownian
motion: (Joint with Yimin Xiao
and Dongsheng
Wu), Submitted.
To Appear/In press:
Publications Starting From 2009
2008 1. Large deviations for local time fractional Brownian motion and applications: (Joint with M.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 Rn, 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 Rn, 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 Rn , 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.
Domain of
Attraction for stochastic processes, Probability Seminar, 2.
Fractional Cauchy
Problems, Gaussian
Analysis & SPDEs (October 2008), 3.
Subordinated
processes and Cauchy problems, Malliavin
Calculus & Appl. Regional CBMS/NSF
conference, 4.
Subordinated processes and Cauchy problems, Probability
Seminar, Department of mathematics, 5.
Iterated Brownian motion and a related class of
processes. Department of Mathematics Colloquium, 6.
Iterated
Brownian motion and a related class of processes. Department of Mathematics
and Statistics Colloquium,
7.
Iterated Brownian motion and a related class of
processes. Department of Mathematics and Statistics Colloquium, 8. 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. 9.
Symmetric α-stable
subordinators and Cauchy problems. Fourth International
Conference of Applied Mathematics and Computing, ( 10. Symmetric
α-stable subordinators and Cauchy problems.
Department of Statistics and Probability Seminar, 11. Iterated
Brownian motion: lifetime asymptotics and
isoperimetric-type inequalities, Department of Statistics and Probability
Colloquium, 12. Iterated Brownian motion in open sets in Rn,
Probability Seminar at the
Related Conferences 1. Third Conference on Nonlinear Science and
Complexity. 2. EMS2010, 28th European Meeting of
Statisticians. EMS 2010,
4. Malliavin Calculus & Appl. (August 2008) 5. Twenty Ninth Midwest Probability Colloquium at the Northwestern University, October 19--20, 2007. 6. Fourth International
Conference of Applied Mathematics and Computing, (
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Created by: Erkan Nane
Last Modified: 02/01/2010