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

小行星9407760 这个为期两年的奖项支持美国-英国华盛顿大学的Krzysztof Burdzy和Wilfred S.英国沃里克大学的肯德尔说。研究人员将共同研究概率势理论中的几个现代数学问题，特别是凸性和Neumann热核，以及迭代布朗运动的随机积分。 美国调查员为这次合作带来了相当多的概率专业知识，特别是布朗运动领域。 这是补充英国调查员的知识几何分析和随机分析。 该项目将推进我们对随机分析的理解，并导致概率和偏微分方程之间的新联系。 凸性和Neumann热核的研究对于理解热扩散具有重要意义。 它也涉及到布朗运动的概率论。 ***

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. ***