Conference: International conference on Malliavin calculus and related topics

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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.