Stochastic Analysis and Stochastic Partial Differential Equations (12w5023)

Arriving in Banff, Alberta Sunday, April 1 and departing Friday April 6, 2012


(Ecole Polytechnique Fédérale de Lausanne)

(University of Utah)

(Michigan State University)


The Banff International Research Station will host the "Stochastic Analysis and Stochastic Partial Differential Equations" workshop from April 1st to April 6th, 2012.

For nearly three decades, the topic of stochastic partial differential equations (SPDEs) has been an active area of research in pure and applied mathematics. The enormous amount of current, as well as past, interest in SPDEs is, and was, motivated in part by the vast number of its applications in sciences outside mathematics which, in turn, motivate and generate a large number of new and exciting mathematical questions.

A main objective of this meeting is to bring together experts from SPDEs and Gaussian processes, a more well-developed

part of probability theory, as well as researchers working at the interface between these two areas. A second objective is to identify fundamental open problems in the theory of SPDEs that are motivated by mathematical physics and fluid dynamics, particularly the study of turbulence.

The Banff International Research Station for Mathematical Innovation and Discovery (BIRS) is a collaborative Canada-US-Mexico venture that provides an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station is located at The Banff Centre in Alberta and is supported by Canada's Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), Alberta's Advanced Education and Technology, and Mexico's Consejo Nacional de Ciencia y Tecnología (CONACYT).