U.S.-U.K. Cooperative Research: Probabilistic Potential Theory

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9407760 Burdzy This two-year award supports U.S.-U.K. cooperative research in statistics and probability between Krzysztof Burdzy of the University of Washington and Wilfred S. Kendall of the University of Warwick in the United Kingdom. The investigators will work together on several modern mathematical problems in probabilistic potential theory, specifically, convexity and the Neumann heat kernel, and the stochastic integral for iterated Brownian motion. The U.S. investigator brings to this collaboration considerable expertise in probability, especially the area of Brownian motion. This is complemented by the British investigator's knowledge of geometric analysis and stochastic analysis. The project will advance our understanding in stochastic analysis and lead to new connections between probability and partial differential equations. The research on convexity and the Neumann heat kernel is important for understanding of heat diffusion. It also relates to the probability theory of Brownian motion. ***