Conference: International conference on Malliavin calculus and related topics

Malliavin微积分及相关主题国际会议(ICMC)将于2023年6月12日至16日在卢森堡贝瓦的卢森堡大学举行。Malliavin变分是介于概率论、泛函分析和微分几何之间的一个数学研究领域。ICMC将汇集专门研究Malliavin微积分和相关领域的数学家。将有20场由世界级高级研究人员邀请的演讲，也有初级研究人员的演讲和海报会议。来自国家科学基金会的资金将支持美国职业生涯早期参与者的旅行，他们将把这次会议作为一个宝贵的培训和网络机会，可能对他们的职业生涯产生重大影响。相反，通过聚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覆盖范围产生影响，这是一个既建立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来研究随机微分方程解的正则性，但其应用范围已经扩大到涵盖各种主题，如数学物理、随机微分几何、随机微积分、密度和集中度估计、粗糙路径和规则性结构、概率近似、数学金融和数理统计等。我们这次会议的主题将反映出这种特殊的数学多样性，包括随机几何(亚椭圆型和分形型几何中的高斯和相关过程)、由高斯过程驱动的随机方程(由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(间歇性和其他物理性质)、粗糙路径和规则结构(KPZ方程、Yang-Mills度量)、与Stein方法有关的Malliavin微积分(极限定理、Poisson-Voronoi近似和布尔模型)，以及数学金融学(参数和非参数估计程序)。更多信息可在会议网页上找到，https://math.uni.lu/icmcrt/index.htmlThis奖反映了美国国家科学基金会的法定使命，并通过使用基金会的智力优势和更广泛的影响审查标准进行评估，被认为值得支持。

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.