International Conference on Stochastic Analysis and Applications: from Mathematical Physics to Mathematical Finance, June 13-15, 2008, Princeton University

该基金将用于支持2008年6月13日至15日在普林斯顿大学举行的随机分析和应用国际会议：从数学物理到数学金融。我们预计高级和初级科学家就以下主题进行15至25次会谈：随机薛定谔算子，波动和信号分析，随机常微分方程和偏微分方程，随机介质中的波传播，随机滤波，数学金融。这些活动的部分灵感来自普林斯顿大学的勒内·卡莫纳（Rene Carmona）独特的职业轨迹。组织者将鼓励女性和代表性不足的少数群体参加会议。会议的结果，包括摘要，演示文稿和预印本，将在网上发布，并将解决在该领域的研究的未来方向，由发言者认为。会议将通过建立联系，激励和发现可能的新研究课题，为研究生和初出茅庐的研究人员创造教育机会。它将有助于普及理论和应用数学之间的相互作用是双向的：除了获得应用问题的答案，金融，统计物理和其他学科为概率论和应用数学提供了很大的问题，激发了新的数学工具的发展，并改善了数学与一般非科学公众的形象。

This grant will use NSF funds to support the International Conference on Stochastic Analysis and Applications: From Mathematical Physics to Mathematical Finance, to be held at Princeton University on June 13-15, 2008. We anticipate between 15 and 25 talks by senior and junior scientists on the following topics: Random Schrödinger Operators, Wavelets and signal analysis, Stochastic ordinary and partial differential equations, Wave propagation in random media, Stochastic filtering, Mathematical Finance. These were inspired partly by the unique career trajectory of Rene Carmona, of Princeton University.The organizers will encourage women and underrepresented minorities to participate in the conference. The results of the conference, including abstracts, presentations, and preprints, will be published online, and will address future directions of research in the field as perceived by the speakers. The conference will create an opportunity for the education of graduate students and beginning researchers by creating contacts, and inspiring and uncovering possible new research topics for them. It will aid in popularizing the idea that the interaction between theoretical and applied mathematics is bidirectional: beyond receiving answers to their applied questions, Finance, Statistical Physics, and other subjects provide great problems for probability theory and applied mathematics, motivate the development of new mathematical tools of intrinsic interest, and improve the image of Mathematics with the general non-scientific public.