Conference: International conference on Malliavin calculus and related topics

会议：Malliavin 微积分及相关主题国际会议

• 批准号: 2308890
• 负责人: Samy Tindel
• 金额: $ 4.43万
• 依托单位: Purdue University
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2023
• 资助国家: 美国
• 起止时间: 2023-05-01 至 2024-12-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=2308890&HistoricalAwards=false
• 关键词: Conference; International; conference; Malliavin; calculus

The International Conference on Malliavin Calculus and Related Topics (ICMC) will be held June 12-16, 2023, at Luxembourg University in Beval, Luxembourg. The Malliavin calculus of variations is a field of mathematical research at the boundary of probability theory, functional analysis and differential geometry. ICMC will bring together mathematicians specializing in the Malliavin calculus and related areas. There will be 20 invited talks by world-class senior researchers, and also talks by junior researchers and a poster session. Funds from the National Science Foundation will support the travel of early-career participants based in the US, who will use this conference as a valuable training and networking opportunity, resulting in potentially major impact on their careers. Conversely, by bringing together leading and emerging scholars in the field, the conference is expected to have an impact on the strength and reach of stochastic analysis, a field of mathematics that is both established and rapidly developing.While Paul Malliavin originally created his calculus at the beginning of the 1970s to study the regularity of solutions of stochastic differential equations, the range of its applications has grown to cover topics as diverse as mathematical physics, stochastic differential geometry, stochastic calculus, density and concentration estimates, rough paths and regularity structures, probabilistic approximations, mathematical finance, and mathematical statistics, to name but a few. Our topics for this conference will mirror this exceptional mathematical diversity of topics, to include stochastic geometry (Gaussian and related processes in hypoelliptic and fractal geometries), stochastic equations driven by Gaussian processes (densities and numerical schemes for equations driven by fractional Brownian motions), stochastic partial differential equations (intermittency and other physical properties), rough paths and regularity structures (KPZ equations, Yang-Mills measures), Malliavin calculus connected to Stein's method (limit theorems, Poisson-Voronoi approximation and Boolean models), and mathematical finance (parametric and non parametric estimation procedures). Additional information may be found on the conference webpage, https://math.uni.lu/icmcrt/index.htmlThis award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

Malliavin微积分及相关主题国际会议（ICMC）将于2023年6月12日至16日在卢森堡Beval的卢森堡大学举行。Malliavin变分法是一个数学研究领域，介于概率论、泛函分析和微分几何之间。ICMC将汇集专门从事Malliavin微积分和相关领域的数学家。将有20个世界级高级研究人员的特邀演讲，也有初级研究人员的演讲和海报会议。来自美国国家科学基金会的资金将支持在美国的早期职业参与者的旅行，他们将利用这次会议作为宝贵的培训和交流机会，对他们的职业生涯产生潜在的重大影响。相反，通过汇集该领域的领先和新兴学者，会议预计将对随机分析的强度和范围产生影响，这是一个既成熟又迅速发展的数学领域。虽然Paul Malliavin最初在20世纪70年代初创建了他的微积分，以研究随机微分方程解的规律性，它的应用范围已经扩大到涵盖各种各样的主题，例如数学物理、随机微分几何、随机微积分、密度和浓度估计、粗糙路径和规则性结构、概率近似、数学金融和数理统计，仅举几例。我们这次会议的主题将反映这一特殊的数学主题的多样性，包括随机几何（高斯和相关过程在亚椭圆和分形几何），随机方程驱动的高斯过程（分数布朗运动驱动的方程的密度和数值方案），随机偏微分方程（不透明度和其他物理性质）、粗糙路径和规则性结构（KPZ方程，杨米尔斯措施），Malliavin微积分连接到斯坦的方法（极限定理，Poisson-Voronoi近似和布尔模型）和数学金融（参数和非参数估计程序）。更多信息可以在会议网页上找到，https://math.uni.lu/icmcrt/index.htmlThis奖项反映了NSF的法定使命，并被认为值得通过使用基金会的知识价值和更广泛的影响审查标准进行评估来支持。