题 目：Approximation Properties for Group C*-algebras报告人：阮忠进教授University of Illinois, USA浙江大学求是特聘教授时 间：7月17日9:00-10:00, Part I10:30-11:30, Part II地 点：致远楼102欢迎广大师生参加！

报告人：郑惠恒教授（帝国理工）题目：Recent Advance in Utility Optimazation Protfilio时间：2011年7月11日，星期一下午2：30—3：30地点：数学系致远楼102欢迎各位参加

报告人： Professor Li Deli(加拿大Lakehead大学数学科学系教授）报告(一)题目：New Version of Some ClassicalStochastic Inequalities(一些经典随机不等式的新形式)时间：2011年6月17日（周五）下午 3:30报告(二)题目：A Strong Law of Large Numbersfor Weighted U-Statistics(加权U统计量的强大数定律)时间：2011年6月20日（周一）下午 3:30地点：数学系致远楼 107欢迎广大师生前来参

Component-based software development has been well recognized as an effective methodology in software engineering. Components constraints play critical role to high quality software product development. In this presentation, a systematic approach for component-based software architectural modeling, constraints specifica- tion and consistency verification is introduced. In this approach, computational tree logic and Petri Nets are used as the underlying formalisms to describe software constraints and design compositions, respectively. System-wide constraints are decomposed to component constraints. The consistency between system-wide constraints and component constraints are verified purely on Petri net models after replacing black-box components with equivalent Petri nets while preserving component properties specified by the constraints.

Suppose an agent has positions of various assets. As time goes by, the corresponding total wealth varies. Since the agent would like to keep the positions of the different assests for various different time periods, the position process will not be adapted. A natural question is how one can measure the dynamic risk of such kind of position process? It turns out that the theory of backward stochastic Volterra integral equations (BSVIEs, for short) presents a suitable framework for dynamic risk measures. In this talk, we will briefly present the relevant results on BSVIEs and construct a class of dynamic risk measures.

报告题目：A Generalization of the Strassen Converse(Strassen逆的一般化)报告人： Professor Qi Yongcheng(美国Minnesota大学数学与统计系教授）时间：2011年5月27日（周五）下午 3:30开始地点：数学系致远楼 107欢迎广大师生前来参

（5月17日）数学系学术报告加拿大皇家科学院院士，McGill 大学管鹏飞教授将于5月16日-17日访问同济大学数学系，并作学术报告。报告题目：On a modified mean curvature flow报告时间：5月17日（周二），下午3：00-4：00报告地点：数学系致远楼10

The steady state solutions of a reaction-diff usion system satisfy a system of semilinear elliptic equations. While the existence of positive solutions can be shown with various ways, the uniqueness or exact multiplicity of positive solutions is difficult to obtain. We review some known results and recent work for sublinear systems and also radially symmetric solutions.