CRM: Centro De Giorgi

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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

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