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Stochastic analysis and applications
9 January 2012 - 30 june 2012, Centre Interfacultaire Bernoulli, EPF Lausanne
Program Overview
The goal of this semester is to investigate various important problems in stochastic analysis, in particular those related to stochastic partial differential equations and fluid dynamics.
Emphasis will be give to the following topics:
- Statistical features of turbulence via models of random fluid structures
- Sample path regularity, irregular coefficients and multifractional noise
- Potential theory and hitting probabilities
- Stochastic calculus via regularization, and regularization of pde's by noise
- Long-time behavior, local times and numerical methods
The semester will bring together a mix of junior and senior researchers.
Program Activities
Most of the activities will take place at the Bernoulli Center (CIB), at the Ecole Polytechnique Fédérale de Lausanne (EPFL). See here for the calendar of all SAA activities
Seminars
Bernoulli lectures
Once every month, some participant in the program will be invited to give a colloquium lecture at the mathematics department.
Conferences and workshop
In addition, the CIB will host two conferences:
- Recent developments in Stochastic Analysis: January 30-February 3, 2012, to register please click here.
- Stochastic Analysis and Applications: June 4 - June 8, 2012
Collaboration
This Semester Program is organized in collaboration with the project Malliavin, Stein and Random Irregular Equations (MASTERIE 2010 BLAN-0121-01) supported by the Agence Nationale de la Recherche, France.
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