The 2009 John H. Barrett Memorial Lectures

巴雷特讲座系列始于1970年，是为了纪念我们杰出的科学家约翰·H·贝瑞特。巴雷特自1972年以来，他们每年都由一系列的数学系选定的一个主题的讲师。2009年巴雷特讲座将在概率领域与“随机分析及其应用”作为其总的主题。讲师将包括两名主讲人（Richard Bass教授和Ofer Zeitouni教授），每人将进行三次一小时的讲座;另外五名特邀演讲人（Amarjit Budhiraja教授、Dan克里桑教授、ChristianHoudre教授、Davar Khoshnevisan教授和Wembo Li教授），每人将进行一小时的讲座。 此外，本发明还是次讲座将由初级研究员及研究生主讲，每堂约十五分钟。讲座的科学内容将着重随机分析的应用。Bass教授拟主讲势理论及积分微分方程，而Zeitouni教授则拟主讲随机介质中随机游动的研究问题。小时的发言者预计将谈到过滤，随机偏微分方程驱动的列维过程，随机多项式，和其他主题有关的随机分析及其应用。2009年巴雷特讲座的主要目的是通过讲座和非正式讨论，为参与者提供快速而简洁地介绍快速发展的随机分析及其应用领域的机会。

The Barrett Lectures Series began in 1970 as a tribute to thememory of our distinguished scientist, John H. Barrett. They havebeen given annually since 1972 by a succession of distinguishedlecturers on a topic selected by the Department of Mathematicseach year. The 2009 Barrett Lectures will be in the area ofProbability with ``Stochastic Analysis and Its Applications'' asits general theme. The lecturers will consist of two principlespeakers (Professors Richard Bass and Ofer Zeitouni), who willpresent three one-hour lectures each; and five additional invitedspeakers (Professors Amarjit Budhiraja, Dan Crisan, ChristianHoudre, Davar Khoshnevisan, and Wembo Li), who will give onehour-long lecture each. Further, about a dozen contributed talksof fifteen minutes each by junior researchers and graduatestudents will be given.The scientific program of the Lecture Series will emphasize aselection of possible applications of stochastic analysis.Professor Bass proposes to lecture on potential theory andintegro-differential equations while Professor Zeitouni intends tospeak on problems in the study of random walks in random media.The one-hour speakers are expected to speak on filtering,stochastic partial differential equations driven by Levyprocesses, random polynomials, and other topics related tostochastic analysis and its applications. The main objectiveof the 2009-Barrett Lectures is to provide the participants theopportunity to gain a rapid and concise introduction to theserapidly developing fields of Stochastic Analysis and ItsApplications through lectures and informal discussions.