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Stochastic Analysis, Stochastic Partial Differential Equations and Applications to Fluid Dynamics and Particle Systems
Partially supported by INDAM
1 March 2006 - 31 July 2006
Aims and Research Directions
Scientific Committee
List of Participants
Invited Speakers
Planned Activities
Timetable
Financial Support
Registration
Documents
Timetable
Weeks:
[
Mon 6 Mar - Fri 10 Mar
]
[
Mon 13 Mar - Fri 17 Mar
]
[
Mon 20 Mar - Fri 24 Mar
]
[
Tue 28 Mar - Wed 29 Mar
]
[
Mon 3 Apr - Fri 7 Apr
]
[
Tue 11 Apr - Wed 12 Apr
]
[
Thu 20 Apr - Fri 21 Apr
]
[
Mon 24 Apr - Thu 27 Apr
]
[
Tue 2 May - Fri 5 May
]
[
Tue 9 May - Fri 12 May
]
[
Mon 15 May - Fri 19 May
]
[
Mon 29 May - Thu 1 Jun
]
[
Mon 5 Jun - Fri 9 Jun
]
[
Mon 12 Jun - Fri 16 Jun
]
[
Mon 19 Jun - Fri 23 Jun
]
[
Mon 26 Jun - Fri 30 Jun
]
[
Mon 3 Jul - Fri 7 Jul
]
[
Mon 10 Jul - Fri 14 Jul
]
[
Mon 17 Jul - Fri 21 Jul
]
[
Mon 24 Jul - Fri 28 Jul
]
[
Tue 5 Apr - Tue 5 Apr
]
Date
Time
Speaker
Room
Mon 3 Apr
9:00- 9:40
Malliavin, Paul
"Low regularity Stochastic flows and infinite dimensional Lie algebras"
Aula Dini
9:50- 10:30
Barbu, Viorel
"Stochastic wave equation with non-linear damping"
Aula Dini
11:00- 11:40
Tindel, Samy
"Towards a pathwise definition of stochastic PDEs"
Aula Dini
11:50- 12:30
Goldys, Beniamin
"Generation of diffusion semigroups in spaces of continuous functions"
Aula Dini
14:30- 15:10
Tessitore, Gianmario
"On a class of stochastic optimal control problems related to BSDEs with quadratic growth"
Aula Dini
15:20- 16:00
Priola, Enrico
"On bounded solutions to convolution equations"
Aula Dini
16:30- 17:10
Gautier, Eric
"Escape from a basin of attraction for weakly damped stochastic nonlinear Schrödinger equations perturbed by a small noise"
Aula Dini
17:20- 18:00
Marinelli, Carlo
"Optimal control of stochastic differential equations with memory"
Aula Dini
Tue 4 Apr
9:00- 9:40
Mueller, Carl
"The speed of a random traveling wave"
Aula Dini
9:50- 10:30
Stuart, Andrew
"Stochastic PDEs for Sampling Conditioned Diffusions I"
Aula Dini
11:00- 11:40
Buckdahn, Rainer
"Stochastic Taylor expansion and stochastic viscosity solutions for nonlinear SPDEs"
Aula Dini
11:50- 12:30
de Bouard, Anne
"Soliton dynamics for stochastic perturbations of long wave equations"
Aula Dini
14:30- 15:10
Fuhrman, Marco
"Some results on backward stochastic differential equations in infinite dimensions"
Aula Dini
15:20- 16:00
Zhang, Tusheng
"Large deviations for SPDEs driven by Levy processes"
Aula Dini
16:30- 17:10
Voss, Jochen
"Stochastic PDEs for Sampling Conditioned Diffusions II"
Aula Dini
17:20- 18:00
Lisei, Hannelore Inge
"SPDEs driven by Fractional Brownian Motion"
Aula Dini
18:10- 18:50
Mytnik, Leonid
"On uniqueness for stochastic heat equations with non-Lipschitz coefficients"
Aula Dini
Wed 5 Apr
9:00- 9:40
Souganidis, Panagiotis
"Stochastic Homogenization"
Aula Dini
9:50- 10:30
Dalang, Robert
"Hitting probabilities for the non-linear stochastic heat equation"
Aula Dini
11:00- 11:40
Russo, Francesco
"Some parabolic PDEs whose drift is an irregular random noise in space"
Aula Dini
11:50- 12:30
Stannat, Wilhelm
"Stability of the optimal filter w.r.t. its initial condition"
Aula Dini
14:30- 15:10
Zambotti, Lorenzo
"Stochastic PDEs with reflection and conservation of the space average"
Aula Dini
15:20- 16:00
Gordina, Maria
"Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type"
Aula Dini
16:30- 17:10
Rüdiger, Barbara
"Relation between stochastic integrals w.r.t. Levy processes, compensated Poisson random measures, and the geometry of Banach spaces"
Aula Dini
17:20- 18:00
Rusinek, Anna
"Invariant measures for a class of stochastic evolution equations"
Aula Dini
Thu 6 Apr
9:00- 9:40
Sanz-Solé, Marta
"Approximations of elliptic SPDEs in high dimensions"
Aula Dini
9:50- 10:30
Leandre, Remi
"Malliavin Calculus of Bismut type without probability and its application"
Aula Dini
11:00- 11:40
Sowers, Richard
"Random Ducks"
Aula Dini
11:50- 12:30
Maslowski, Bohdan
"Ornstein-Uhlenbeck Bridge and Applications to Semilinear SPDE's"
Aula Dini
14:30- 15:10
Gozzi, Fausto
"Verification Theorems for Infinite Dimensional Stochastic Optimal Control Problems"
Aula Dini
15:20- 16:00
Li, Xue-Mei
"Some remarks on perturbation of stochastic integrable Hamiltonian systems"
Aula Dini
16:30- 17:10
Bonaccorsi, Stefano
"Stochastic evolution equations with dynamical boundary conditions"
Aula Dini
17:20- 18:00
Hausenblas, Erika
"The numerical approximation of the reflected stochastic heat equation"
Aula Dini
Fri 7 Apr
9:00- 9:40
Accardi, Luigi
"Connections within higher powers white noise and enlarged Virasoro algebra"
Aula Dini
9:50- 10:30
Millet, Annie
"On the speed of convergence of discretization schemes for evolution equations"
Aula Dini
11:00- 11:40
Hairer, Martin
"A spectral gap for the stochastic Navier-Stokes equations"
Aula Dini
14:30- 15:10
Vuillermot, Pierre
"Some recent results regarding fractional stochastic partial differential equations"
Aula Dini
15:20- 16:00
Dozzi, Marco
"Blow-up behaviour of certain PDE's and SPDE's of parabolic and hyperbolic type"
Aula Dini
16:30- 17:10
Blömker, Dirk
"On a Model from Surface-Growth"
Aula Dini
17:20- 18:00
Cerrai, Sandra
"On the ergodic properties of some classes of SPDEs"
Aula Dini