Tomasz Bielecki, professor of applied mathematics and director of the Master of Mathematical Finance program, is one of two principal speakers at the Midwest Mini-Conference on Stochastic Processes and Mathematical Finance on Saturday, April 8. His hour-long address will cover selected topics from his recent research devoted to modeling structured dependence between dynamic random phenomena. Specifically, he will present his paper on structured dependence of conditional Markov chains, which is also a part of his new book, Fundamentals of Structured Dependence between Stochastic Process, to be published by the Cambridge University Press.