International Conference on Malliavin Calculus and Stochastic Analysis

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The International Conference on Malliavin Calculus and Stochastic Analysis, to be held March 19-21, 2011, at the University of Kansas, will bring together many top players in stochastic analysis and probability theory, two interconnected branches of mathematics at the crossroads of theoretical and applied math. The topics covered will include some of the most important recent developments, noted because of their intrinsic beauty and intriguing new structures, as well as for some exciting potential for new statistical procedures which may improve our understanding of many fields from climate science, to telecommunications, to quantitative finance. The conference will attract many graduate students and recent Ph.D.s, who will benefit greatly from interaction with the many top researchers present at the conference, exposing them to the state of the art in their fields, creating career-lasting contacts, and helping develop their peer networks. This meeting is of special significance to the world of stochastic analysis, as an hommage to the recently departed Paul Malliavin and his extraordinary work and influence, and as a tribute to David Nualart, arguably the greatest disseminator of the Malliavin calculus, one who has influenced scores of researchers over several generations, and continues to inspire in the same way.