NWO-EURANDOM Groot Project: Stochastic Analysis

Self-interacting random processes, measure-valued diffusions and stochastic evolution equations

Coordinatoren: Philippe Clement (Delft), Frank den Hollander (Eindhoven) en S.M. Verduyn Lunel (Leiden)

The theme of the project is to study new problems that arise at the interface between analysis and probability theory. The problems concern: self-interacting random processes, measure-valued diffusions and stochastic evolution equations. For further progress in these important fields of research, difficult problems involving the theory of partial differential equations, functional analysis and probability theory need to be solved.

On February 11 and 12, 1999, a KNAW colloquium ``Infinite-dimensional stochastic analysis'' on these issues was organised in Amsterdam, but research in stochastic analysis in The Netherlands needs further strengthening. With the programme we aim to establish an active network of research in stochastic analysis. Among researchers in the field there is presently momentum to start such an initiative. Stimulating joint research problems, a strong visitor programme, special graduate courses, post-doctoral researchers and graduate students will establish such a network rather naturally.

We believe that an active network in stochastic analysis will also be beneficial to more applied researchers in related fields such as, numerical analysis of stochastic differential equations, statistical physics and ergodic theory, mathematical biology, and financial mathematics. Therefore we shall, from an early stage in the project, try to establish a transfer of knowledge between fundamental and applied research in stochastic analysis.

A strong visitors programme is supported by EURANDOM.

Postdocs funded by the programme

Dr. B. Lemmens (EURANDOM)
Dr. O.W. van Gaans (TU Delft)

Key visitors of the programme

Professor R. Dalang (ETH) February 26 - March 8, 2002
Professor M. Scheutzow (TU Berlin) February 15 - March 15, 2002
Professor B. Goldys (University of New South Wales, Australia) April 15 - April 30, 2002
Professor M. van den Berg (Bristol) June 30 - July 12, 2002
Professor W. Desch (Graz) September 9 - September 21, 2002
Professor G. DaPrato (Pisa) September 2002
Professor E. Bolthausen July, September and October, 2002
Professor Z. Brzezniak
Professor D. Dawson October 14 - October 28, 2002
Professor A. Greven October, 2002

Announcements

From September 2-13 Giuseppe Da Prato from Scuola Normale Superiore di Pisa - Classe di Scienze Matematiche, Fisiche e Naturali, Italy http://www.sns.it/~daprato/curriculum.html will visit EURANDOM. He will visit EURANDOM within the framework of the NWO Stochastic Analysis Programme (http://www.math.leidenuniv.nl/~verduyn/gp_stoch_anal.html . His lecture on: "The transition semigroup fro 2D-navier-Stokes equation" is scheduled for September 10th from 10-11 am, Green Lecture room (LG 1.105) at EURANDOM. His room will be LG 1.22. E-mail address: daprato@sns.it.

Activities

Around the key visitors of the programme there will be a number of activities. Special topic courses, seminars and workshops. Links to these activities will be given on this page. For EURANDOM seminars see the link

There are plans for workshops on the following topics
Spring 2003 Measure-valued diffusions with applications in physics and biology

Minicourses

On April 15 and April 22, 2002, 14.00-16.00 h., Ben Goldys from University of New South Wales, Australia will give a mini-course in the EURANDOM ISS Seminar on: Some Topics in the Theory of Infinite Dimensional Diffusions ( abstract)

Location: EURANDOM Laplace Building room LG 1.105.

Maintained by: verduyn@math.leidenuniv.nl
Last modified: 1 September 2002