Stochastic Partial Differential Equations
2007 fall
Seminar program
Thursday, December 13, 2007: Institute seminar
14.00-15.00 Salah-Eldin Mohammed, Southern Illinois University
Numerics of stochastic systems with memory
Tuesday, December 11, 2007: Institute seminar
14.00-15.00 Samy Tindel, Université Henri Poincaré, Nancy
Some fractional differential systems
15.30-16.30 Peter Friz, Center for Mathematical Sciences, Cambridge
Hörmander's condition for rough differential equations
Thursday, December 6, 2007: Institute seminar
11.00-12.00 Wilhelm Stannat, Darmstadt University
A new a priori estimate for the Kolmogorov operator of a 2D-Stochastic Navier-Stokes Equation
14.00-15.00 Aurel Rascanu, Alexandru Ioan Cuza University of Iasi, Romania
Multivalued Monotone BSDE in Hilbert spaces
15.30-16.30 Szymon Peszat. Polish Academy of Sciences, Krakow
Law of large numbers for a passive tracer model
Tuesday, December 4, 2007: Institute seminar
14.00-15.00 Paul Malliavin, Académie des Sciences
Non parametric statistics of multivariate covariances: applications to H.J.M model of interest rate
15.30-16.30 K.David Elworthy, University of Warwick
Filtering in a geometric context
Thursday, November 29, 2007: Institute seminar
14.00-15.00 Peter Imkeller, Humboldt University, Berlin
Transition between meta-stable states of stochastic (partial) differential equations: model selection; the light tail limit of Lévy noise
15.30-16.30 Michael Röckner, University of Bielefeld
Self-organized criticality via SPDE
Tuesday, November 27, 2007: Institute seminar
14.00-15.00 Alexey Rudenko, Institute of Mathematics, Kiev
Existence of local times for Gaussian random fields
Thursday, November 15, 2007: Institute seminar
14.00-15.00 Peter Imkeller, Humboldt University, Berlin
Meta-stability in some S(P)DE related to simple climate models. First lecture in a series of three
15.30-16.30 Robert Adler, Technion, Israel
Random fields on manifolds, kinematic formulae, and integral geometry in Gauss space. A last lecture of a series of three.
Tuesday, November 13, 2007: Institute seminar
14.00-15.00 Terry Lyons, Wales Institute for Mathematical and Computational Sciences
On signed probability measures and some old results of Krylov
15.30-16.30 Esko Valkeila, Institute of Mathematics, Helsinki University of Technology
A Lévy-type of characterization theorem for fractional Brownian motion
Thursday, November 15, 2007: Institute seminar
14.00-15.00 Peter Imkeller, Humboldt University, Berlin
Meta-stability in some S(P)DE related to simple climate models. First lecture in a series of three
15.30-16.30 Robert Adler, Technion, Israel
Random fields on manifolds, kinematic formulae, and integral geometry in Gauss space. A last lecture of a series of three.
Tuesday, November 13, 2007: Institute seminar
14.00-15.00 Terry Lyons, Wales Institute for Mathematical and Computational Sciences
On signed probability measures and some old results of Krylov
15.30-16.30 Esko Valkeila, Institute of Mathematics, Helsinki University of Technology
A Lévy-type of characterization theorem for fractional Brownian motion
Thursday, November 15, 2007: Institute seminar
14.00-15.00 Peter Imkeller, Humboldt University, Berlin
Meta-stability in some S(P)DE related to simple climate models. First lecture in a series of three
15.30-16.30 Robert Adler, Technion, Israel
Random fields on manifolds, kinematic formulae, and integral geometry in Gauss space. A last lecture of a series of three.
Tuesday, November 13, 2007: Institute seminar
14.00-15.00 Terry Lyons, Wales Institute for Mathematical and Computational Sciences
On signed probability measures and some old results of Krylov
15.30-16.30 Esko Valkeila, Institute of Mathematics, Helsinki University of Technology
A Lévy-type of characterization theorem for fractional Brownian motion
Thursday, November 8, 2007: Institute seminar
14.00-15.00 Rainer Buckdahn, Université de Bretagne Occidentale
Mean-Field backward stochastic differential equations. A limit approach
15.30-16.30 Robert Adler, Technion, Israel
Random fields on manifolds, kinematic formulae, and integral geometry in Gauss space. A second lecture of a series of three.
Tuesday, November 6, 2007: Institute seminar
14.00-15.00 Stefan Geiss, University of Jyväskylä
Martingale transforms and singular integrals
15.30-16.30 Stanislav Shaposhnikov. Moscow State University
Positiveness of invariant measures of diffusion processes
Thursday, November 1, 2007: Institute seminar
14.00-15.00 Igor Chueshov, Kharkov National University, Ukraine
Monotone methods in random dynamics generated by SPDEs
15.30-16.30 Robert Adler, Technion, Israel
Random fields on manifolds, kinematic formulae, and integral geometry in Gauss space. A first lecture of a series of three.
Tuesday, October 30, 2007: Institute seminar
15.30-16.30 Nicolai Krylov, University of Minnesota, Minneapolis
Analytic approach to SPDE's. The last lecture of a series of three
Thursday, October 25, 2007: Institute seminar
14.00-15.00 István Gyöngy, University of Edinburgh
On approximation of stochastic PDEs
15.30-16.30 Rémi Léandre, Université de Bourgogne
Applications of the Malliavin calculus of Bismut type without probability
Tuesday, October 23, 2007: Institute seminar
14.00-15.00 Peter Friz, University of Cambridge
Gaussian analysis and rough paths
15.30-16.30 Nicolai Krylov, University of Minnesota, Minneapolis
Analytic approach to SPDE's. A second lecture of a series of three
Thursday, October 18, 2007: Institute seminar
14.00-15.00 Anna Chojnowska-Michalik, University of Lodz
Ornstein-Uhlenbeck-Lévy (O-U-L) processes in Hilbert spaces and some classes of infinitely divisible distributions
Wednesday, October 17, 2007: Institute seminar
9.00-10.00 Peter Friz, Centre for Mathematical Sciences, Cambridge
Markovian aspects in rought path theory
Tuesday, October 16, 2007: Institute seminar
14.00-15.00 Michael Soerensen, University of Copenhagen
Stochastic differential equations: recent statistical developments
15.30-16.30 Nicolai Krylov, University of Minnesota, Minneapolis
Analytic approach to SPDE's. A first lecture of a series of three
Thursday, October 11, 2007: Institute seminar
14.00-15.00 Annie Millet, Université Paris I
Large deviations for the Boussinesq model
15.30-16.30 Carl Mueller, University of Rochester
Regularity of the density for the stochastic heat equation
Tuesday, October 9, 2007: Institute seminar
14.00-15.00 Nicolas Bouleau, ENPC, France
On the propagation of small random errors
15.30-16.30 Jan van Neerven, Technical University Delft
Boundedness of Riesz transforms for elliptic operators
on abstract Wiener spaces
Thursday, October 4, 2007: Institute seminar
14.00-15.00 Jiang-Lun Wu, Swansea University
An optimal control problem for SDEs associated with general Lévy generators
15.30-16.30 Tadahisa Funaki, Tokyo University
Scaling limits for weakly pinned Gaussian random walks
Tuesday, October 2, 2007: Institute seminar
14.00-15.00 Björn Birnir,University of California at Santa Barbara
Uniqueness, an invariant measure and Kolmogorov's theory of turbulence, for the stochastic Navier-Stokes equation
Thursday, September 27, 2007: Institute seminar
14.00-15.00 Zdzislaw Brzezniak, University of York
Strong solutions to stochastic wave equations in Riemannian manifolds
15.30-16.30 Bohdan Maslowski, Academy of Sciences, Czech Republic
Fractional Brownian motion driven stochastic equations in infinite dimensions
Tuesday, September 25, 2007: Institute seminar
14.00-15.00 Salah Mohammed,Southern Illinois University
Semilinear SPDEs as dynamical systems
15.30-16.30 Vlad Bally,Université de Marne-la-Vallée
Malliavin calculus in a weak sense and applications to diffusions with jumps
Thursday, September 20, 2007: Institute seminar
14.00-15.00 Martin Hairer, University of Warwick
Ergodic theory for a class of non-Markovian processes
15.30-16.30 Chris Burdzy, University of Washington, Seattle
Pathwise uniqueness for reflected Brownian motion
Tuesday, September 18, 2007: Institute seminar
14.00-15.00 Sergey Lototsky, University of Southern California
Stochastic integration with respect to Gaussian processes and fields
Thursday, September 6, 2007: Institute seminar
14.00-15.00 Mark Freidlin, University of Maryland
Averaging for deterministic and stochastic perturbations
15.30-16.30 Michael Scheutzow, Technical University Berlin
Chaining techniques and their application to stochastic flows
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