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MATHEMATICS RESEARCH CENTRE
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

 Mini-session
  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 -  Sfde's as Dynamical Systems
  • 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 - Sfde's as Dynamical Systems 
  • 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 
 
The Symposium is supported by the EPSRC and also by the LMS via the Warwick British Visitors fund which supports certain categories of UK visitors with especial encouragement to graduate students at UK Universities.

There are also Marie Curie Fellowships which can enable EU graduate students to participate for a minimum period of 3 months.

 
For further information contact:
Peta McAllister, Mathematics Research Centre University of Warwick, Coventry CV4 7AL,
Phone: +44 (0)24 7652 4403 Fax: +44 (0)24 7652 4182 E-mail: peta@maths.warwick.ac.uk