International Conference on Malliavin Calculus and Stochastic Analysis

Malliavin 微积分和随机分析国际会议

• 批准号: 1059957
• 负责人: Frederi Viens
• 金额: $ 2.72万
• 依托单位: Purdue University
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2010
• 资助国家: 美国
• 起止时间: 2010-12-15 至 2011-11-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1059957&HistoricalAwards=false
• 关键词: International; Conference; Malliavin; Calculus; Stochastic

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.

将于2011年3月19日至21日在堪萨斯大学举行的“马利文微积分与随机分析国际会议”将汇集许多在随机分析和概率论领域的顶尖学者，这两个相互关联的数学分支处于理论数学和应用数学的十字路口。所涵盖的主题将包括一些最重要的最新发展，因为它们的内在美和有趣的新结构，以及一些令人兴奋的新统计程序的潜力，这些程序可能会提高我们对许多领域的理解，从气候科学到电信，再到定量金融。会议将吸引许多研究生和刚获得博士学位的人，他们将从与出席会议的许多顶尖研究人员的互动中受益匪浅，使他们接触到各自领域的最新技术，建立持久的职业联系，并帮助发展他们的同行网络。这次会议对随机分析的世界具有特殊的意义，是对最近去世的Paul Malliavin和他非凡的工作和影响的致敬，也是对David Nualart的致敬，他可以说是Malliavin微积分最伟大的传播者，他影响了几代研究人员，并继续以同样的方式激励着我们。