Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems
Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems
批准号:
0600537
负责人:
Pao Liu Chow
金额:
$1.6万
依托单位:
依托单位国家:
美国
项目类别:
Standard Grant
财政年份:
2006
资助国家:
美国
项目状态:
已结题
起止时间:
2006-06-15 至 2008-05-31
中文摘要
这是在随机过程、非参数估计及相关领域的渐近分析会议上提出的一项建议。该提案展示了来自多个机构的研究人员的共同努力,以汇集一份令人印象深刻的受邀演讲者名单,这些演讲者是概率论、随机过程、随机微分方程以及非参数估计理论和相关领域的知名领导者。他们的工作刺激了这些领域后来的许多进展。此外,一些受邀的演讲者是概率和随机过程领域的早期开发者,奠定了当代概率理论的基础。会议的重点是随机系统。渐近随机分析是研究随机过程和非参数估计问题的有力工具。全球领先的专家将就随机常微分方程和偏微分方程、大偏差、齐次化、非参数推断中的渐近方法、随机微分方程和非线性偏微分方程之间的相互作用以及随机控制和数值方法等主题展示最新成果。这次会议不仅将加深我们对随机过程和非参数方法的理解,而且将是一次引领潮流的事件,将加速研究工作,并对整个数学、教育和科学与工程的各个分支产生更广泛的影响。在全球经济的新时代,任何科学创新都将增加国家的竞争力。随机过程和非参数估计中的渐近分析在人类工作的许多领域都有广泛的应用,它是解决工程和科学中许多复杂问题的强有力的数学工具。近年来,这些领域的研究取得了巨大进展,对数学、物理、社会科学和生物科学以及工程和技术都产生了重大影响。快速的进展要求该领域的研究人员之间进行快速和及时的交流。该提案旨在将该领域的顶尖专家聚集在一起,交流思想,与年轻研究人员互动,并更新最新进展。该提案由来自多个机构的研究人员共同努力,汇集了一份令人印象深刻的受邀演讲者名单,这些演讲者是概率论、随机过程、随机微分方程以及非参数估计理论和相关领域的知名领导者。他们的重要科学贡献促进了这些领域随后的许多进展。此外,一些受邀的演讲者是概率和随机过程领域的早期开发者,为当代概率理论及其应用奠定了数学基础。组委会将尽一切努力促进初级研究人员、研究生和代表不足群体的研究人员的参与。这次会议不仅将加深我们对随机过程和非参数统计方法的了解,而且将是一次引领潮流的事件,将加速研究工作,并对整个数学与应用、教育和不同的科学与工程学科产生更广泛的影响。
英文摘要
This is a proposal on conference for asymptotic analysis in stochastic processes, nonparametric estimation, and related fields. The proposal presents a concerted effort of researchers from multiple institutions to assemble an impressive list of invited speakers, who are renowned leaders in the fields of probability theory, stochastic processes, stochastic differential equations,as well as in the nonparametric estimation theory, and related fields. Their works have stimulated much of subsequent progress in these fields. In addition,a number of invited speakers were early developers of the fields of probability and stochastic processes, establishing the foundation of contemporary probability theory. The conference focuses on stochastic systems. The main theme is asymptotic stochastic analysis, which is a powerful tool for studying stochastic processes and nonparametric estimation problems. Leading experts around the globe will present state-of-the-art results on such topics as stochastic ordinary and partial differential equations, large deviations, homogenization, asymptotic methods in nonparametric inference, the interplay between stochastic differential equations and nonlinear partial differential equations, and stochastic control and numerical methods. Not only will the conference further our understanding in stochastic processes and nonparametric methods, but also it will be a trend setting event, leading to an acceleration of research efforts, and making broader impacts on mathematics, education, and different branches of science and engineering as a whole.In the new era of global economy, any scientific innovation will add to the national competitiveness. The asymptotic analysis in stochastic processesand nonparametric estimation extends in many areas of human endeavor, and it is a very powerful mathematical tool for solving many complex problems arising from engineering and sciences. In recent years, research in these areas has witnessed a tremendous progress, which has resulted in a significant impact on mathematics, physical, social and biological sciences, as well as on engineering and technology. The rapid progress has necessitated fast and timely communications among researchers in the field. The proposal aims at bring leading experts in the areas together to exchange ideas, to interact with young researchers, and to update the most recent progress. The proposal presents a concerted effort by researchers from multiple institutions to assemble an impressive list of invited speakers, who are renowned leaders in the fields of probability theory, stochastic processes, stochastic differential equations,as well as in the nonparametric estimation theory, and related fields. Their important scientific contributions have stimulated much of subsequent progress in these fields. In addition, a number of invited speakers were early developers of the fields of probability and stochastic processes, establishing the mathematical foundation of contemporary probability theory and its applications.Special emphasis will be given to encourage broad participation, which is important to the diversification of the research community. The organizing committee will make every effort to promote the participation of junior researchers, graduate students, and researchers from under-represented groups.Not only will the conference further our understanding in stochastic processes and nonparametric statistical methods, but also it will be a trend-setting event, leading to an acceleration of research efforts, and making broader impacts on mathematics and applications, education, and different branches of science and engineering as a whole.
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会议论文
Mathematical Sciences: Some Optimal Stochastic Control Problems and Applications
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批准号:9101360
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项目类别:Continuing Grant
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资助金额:$9.64万
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财政年份:1991
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负责人:Pao Liu Chow
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依托单位:
Mathematical Sciences: Research Problems in Stochastic Control and Numerical Approximation
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批准号:8702236
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项目类别:Standard Grant
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资助金额:$4.2万
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财政年份:1987
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负责人:Pao Liu Chow
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依托单位:
Mathematical Sciences: Topics in Stochastic Control and Random Media
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批准号:8601998
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项目类别:Standard Grant
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资助金额:$3.6万
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财政年份:1986
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负责人:Pao Liu Chow
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依托单位:
海外基金