In 1997-98 there will be a year-long program
in Stochastic Analysis at the Mathematical
Sciences Research Institute (MSRI), Berkeley,
California, USA. In parallel with this,
in the Fall of 1997, there will be a
half-year program at MSRI in Harmonic
Analysis.
The MSRI Stochastic Analysis year will cover
a substantial cross-section of the work
being done in stochastic analysis,
and encompass a diversity of approaches.
The topics and order in which they will
be covered is given below. There will
some overlap
between consecutive topics. There will
also be three workshops,
as described below.
An organizing committee consisting of R. Banuelos,
S. Evans, P. Fitzsimmons,
E. Pardoux, D. Stroock, and R. Williams
will oversee the MSRI Stochastic
Analysis year program.
Cochairs of this committee
are S. Evans and R. Williams.
For updated information, click here.
In particular, application forms for general memberships
and postdoctoral fellowships are available at this site.
The deadline for applications is November 30, 1996.
TOPICS FOR THE YEAR
(Some introductory lectures will be
given at the beginning of each topic
period.)
FALL 1997
T1. Stochastic partial differential equations
(includes measure valued processes)
September 2 to October 31, 97
Organizers: C. Mueller and E. Pardoux
T2. Infinite dimensional stochastic analysis (includes Malliavin
calculus)
October 6 through November 30, 1997
Organizers: D. Nualart and M. Sanz
T3. Dirichlet forms for finite and infinite dimensional analysis
October 27 to December 19, 1997
Organizers: P. Fitzsimmons and M.
Rockner
T4(a). Euclidean stochastic analysis
October 13--November 7, 1997
Organizer: K. Burdzy
SPRING 1998
T4(b). Euclidean stochastic geometry
January 5-30, 1998
Organizer: R. Banuelos
T5. Geometric stochastic analysis
February 2-March 27, 1998
Organizers: M. Cranston and D.
Elworthy
T6. Fine properties of stochastic processes
(includes diffusions on fractals)
March 16-May 15, 98
Organizers: J. Rosen and M. Yor
WORKSHOPS
W1: WORKSHOP 1
Dates: September 15-19, 1997
Topic: Stochastic Partial Differential Equations (includes Measure Valued
Diffusions)
Organizers: C. Mueller, E. Pardoux, B. Rozovskii
W2: WORKSHOP 2
Dates: November 3-7, 1997
Topic: Infinite dimensional stochastic analysis (includes Malliavin
Calculus, Dirichlet forms)
Organizers: P. Fitzsimmons and D. Nualart
W3: WORKSHOP 3
Dates: March 23-27, 1998
Topic: Geometric stochastic analysis and fine properties of stochastic
processes
Organizers: D. Elworthy, J. F. Le Gall and J. Rosen
(Workshop 3 will stand in place of the Seminar on Stochastic
Processes in 1998)