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

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... 

• 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? 

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