Conference on Stochastic Analysis in Honor of István Gyöngy’s 65th Birthday
About the meeting
The meeting takes place in Edinburgh (UK) from 10th till 12th September 2016.
Stochastic Analysis is an area of mathematics that has been growing in importance for the last half century. This is both because of its many practical applications in e.g. in engineering (Filtering, Control), economics and finance but also because of its influence on other fields of mathematics (e.g. Partial Differential Equations). Moreover, it is an active area of research and there have been important very recent theoretical advances.
This conference brings together leading experts and young researchers working on the subject of Stochastic Analysis. These include the theory of Stochastic Differential Equations and Stochastic Partial Differential Equations, Stochastic Filtering and rigorous analysis of Numerical Methods for such problems. Experts in other areas of mathematics are also invited to broaden the appeal of the conference.
All the invited speakers have confirmed their participation.
Sandy Davie (University of Edinburgh)
László Gerencsér (Institute for Computer Science and Control, Budapest)
- Nicolai V. Krylov (University of Minnesota)
- Terry Lyons (University of Oxford)
- Annie Millet (University Paris 1 Panthéon Sorbonne)
Janos Pintz (Alfréd Rényi Institute of Mathematics, Budapest)
- Etienne Pardoux (University of Aix-Marseille)
- Michael Röckner (Bielefeld University)