Symposium 2000/2001
September 2000 August 2001
Stochastic Partial Differential Equations & Related Topics
Organisers: David Elworthy, Andrew Stuart & Roger Tribe
Scientific Committee: Arnaud Debussche, Istvan Gyongy, Mark Freidlin & Nic Krylov
Leverhulme Visiting Professor: Jerzy Zabczyk
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10 & 11 November 2000 Functional Stochastic Differential Equations
Speakers: S. Mohammed (Carbondale),B. Oksendal (Oslo), R. Kuske (Minnesota), T. Shardlow (Durham), X.-R. Mao (Strathclyde), H. Lisei(Berlin)
Friday 10 November
- 2.00-3.00 S. Mohammed - I - Stochastic Differential Systems with Memory
- 3.00-3.45 tea in the Mathematics Institute Common Room
- 3.45-4.45 B. Oksendal - I - A maximum principle for controlled stochastic delay systems and applications to finance - The dynamic programming approach
- 5.00-6.00 R. Kuske Stochastic Modulation equations for sddes
- evening meal at...
Saturday 11th Nov
- 9.30-10.30 S. Mohammed - II - Stochastic Differential Systems with Memory
- 10.30-11.15 coffee in the Mathematics Institute Common Room
- 11.15-12.15 B. Oksendal - II - A maximum principle for controlled stochastic delay systems and applications to finance - The stochastic maximum principle approach
- 12.15-1.15 sandwich lunch in the Mathematics Institute Common Room
- 1.15-2.15 T. Shardlow Weak approximation of sdde's
- 2.30-3.30 X-R. Mao Attraction for solutions of sfde's
- 3.30-4.15 tea in the Mathematics Institute Common Room
- 4.15-5.15 H. Lisei Conjugation of flows for stochastic delay-equations
- pub meal?
The Mathematics Institute will be open for participants on Sunday
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