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:

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


Weekly seminars as well as mini-courses will be organized during the course of the semester.

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:


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.