Bozenna Pasik-Duncan

Professor, Department of Mathematics
503 Snow Hall, University of Kansas
Lawrence, Kansas 66045
Telephone: (785) 864-5162
Email: bozenna@math.ku.edu

Fall 2009 Class:
Math 865 - Introduction to Stochastic Processes

RECENT LECTURE AND SYMPOSIA INVITATIONS:

1. Semilinear stochastic equations in a Hilbert space with a fractional Brownian motion, January 31, 2009, Los Angeles, CA.

2. From the Brain to the Stock Market (with Dominique Duncan), Workshop for High School Students and Teachers, July 11, 2008 at the IFAC Congress in Seoul, Korea.

3. Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs (with T. Duncan and L. Stettner), Conference on Decision and Control (CDC), December 2008, in Cancun, Mexico,

4. Growth optimal portfolio under proportional transaction costs with obligatory diversification (with T. Duncan and L. Stettner), CDC, December 2008, Cancun, Mexico.

5. A linear control system model for risk reserves (with T. Duncan and P. Mandl), American Control Conference, June 2008, Seattle.

6. Estimation and mutual information (with T. Duncan), CDC, December 2007,
   New Orleans.

7. Fudan University, China, May 2007.

8. Stochastic Processes and Applications to Finance, Communication Networks and
   Neuroscience, Indian Institute of Science, Bangalore, 16-21 July 2007.

9. Advances in Mathematics of Finance, Bedlewo, Poland, 30 April- 5 May 2007.
   
   
10. Stochastic Processes: Theory and Applications, Bressanone, Italy, 16-20 July 2007.
    
    
11. 23-th IFIP TC7 Conference on System Modeling and Optimization, Cracow, Poland, 23-27 July 2007.
    
    
12. Mechanical and Aerospace Engineering, University of California, San Diego, 30 January 2006.
    
    
13. Two Invited talks at IEEE Conference on Decision and Control, San Diego, December, 2006.
    
    
14. (with D. Duncan) “Random Walk Around Some Stochastic Control Problems in Telecommunications, Finance and Medicine”, IFAC Workshop on Advances in Control Education, Madrid, Spain, June, 2006.
    
    
15. Panelist in the Panel Session on “ Rethinking Control Education in the Modern World”, IFAC Workshop on Advances in Control Education, Madrid, Spain, June, 2006.
    
    
16. “Conversations with Dr. B. Pasik-Duncan”, KU Student Success, Professional Development Day, KU, October 11, 2006.
    
    
17. "Conference on Stochastic Control and Numerics," Milwaukee, Wisconsin, September 15-17 September, 2005. (Invited Talk).
    
    
18. 22nd IFIP TC 7 and 9 Conference on System Modeling and Optimization, Turin, Italy, 18-22 July 2005. (Two Invited Talks).
    
    
19. Panel session on “Future Directions of Control," IFAC Congress, Prague, Czech Republic, July 6, 2005. (Invited Panelist).
    
    
20. Workshop for Students on "Beauty and Power of Control," IFAC Congress, Prague, Czech Republic, July 3, 2005. (Invited Talk)

Updated 05/2009