MSRI YEAR IN STOCHASTIC ANALYSIS, 1997-98

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)