International Conference on Stochastic Analysis and Applications: from Mathematical Physics to Mathematical Finance, June 13-15, 2008, Princeton University

这笔赠款将用于支持将于2008年6月13日至15日在普林斯顿大学举行的随机分析和应用：从数学物理到数学金融的国际会议。我们预计将有15到25名资深和初级科学家就以下主题进行演讲：随机薛定谔算子、小波和信号分析、随机常方程和偏微分方程式、随机介质中的波传播、随机滤波、数学金融。这些活动的灵感部分来自普林斯顿大学的雷内·卡莫纳独特的职业发展轨迹。组织者将鼓励女性和代表不足的少数族裔参加会议。会议的成果，包括摘要、介绍和预印本，将在网上公布，并将阐述发言者所认为的该领域未来的研究方向。会议将通过建立联系，启发和发现可能的新研究课题，为研究生和初级研究人员的教育创造机会。它将有助于普及理论数学和应用数学之间的互动是双向的：除了接受应用问题的答案之外，金融学、统计物理学和其他学科为概率论和应用数学提供了大量问题，推动了具有内在兴趣的新数学工具的发展，并改善了数学在普通非科学公众中的形象。

This grant will use NSF funds to support the International Conference on Stochastic Analysis and Applications: From Mathematical Physics to Mathematical Finance, to be held at Princeton University on June 13-15, 2008. We anticipate between 15 and 25 talks by senior and junior scientists on the following topics: Random Schrödinger Operators, Wavelets and signal analysis, Stochastic ordinary and partial differential equations, Wave propagation in random media, Stochastic filtering, Mathematical Finance. These were inspired partly by the unique career trajectory of Rene Carmona, of Princeton University.The organizers will encourage women and underrepresented minorities to participate in the conference. The results of the conference, including abstracts, presentations, and preprints, will be published online, and will address future directions of research in the field as perceived by the speakers. The conference will create an opportunity for the education of graduate students and beginning researchers by creating contacts, and inspiring and uncovering possible new research topics for them. It will aid in popularizing the idea that the interaction between theoretical and applied mathematics is bidirectional: beyond receiving answers to their applied questions, Finance, Statistical Physics, and other subjects provide great problems for probability theory and applied mathematics, motivate the development of new mathematical tools of intrinsic interest, and improve the image of Mathematics with the general non-scientific public.