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Workshop

Infinite dimensional stochastic analysis (includes Malliavin Calculus, Dirichlet forms) November 03, 1997 - November 07, 1997
Registration Deadline: November 07, 1997 about 21 years ago
To apply for Funding you must register by: August 03, 1997 over 21 years ago
Parent Program:
Organizers P. Fitzsimmons, D. Nualart
Description
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Keywords and Mathematics Subject Classification (MSC)
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
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To apply for funding, you must register by the funding application deadline displayed above.

Students, recent Ph.D.'s, women, and members of underrepresented minorities are particularly encouraged to apply. Funding awards are typically made 6 weeks before the workshop begins. Requests received after the funding deadline are considered only if additional funds become available.

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A block of rooms has been reserved at the Hotel Durant. Reservations may be made by calling 1-800-238-7268. When making reservations, guests must request the MSRI preferred rate. If you are making your reservations on line, please go to this link and enter the promo/corporate code MSRI123. Our preferred rate is $129 per night for a Deluxe Queen/King, based on availability.

Additional lodging options (short term housing page - Short Term Housing

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Schedule, Notes/Handouts & Videos
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Nov 03, 1997
Monday
08:00 AM - 05:00 PM
  Regularity of a class of non-Markov Ito processes
D. Bell
08:00 AM - 05:00 PM
  Weitzenbock formulae and estimates for anticipative stochastic integrals
A. B. Cruzeiro
08:00 AM - 05:00 PM
  Quasi-invariance of heat kernel measures on loop groups
B. Driver
08:00 AM - 05:00 PM
  Yet another variation on a theme of J. M. Bismut
O. Enchev
08:00 AM - 05:00 PM
  On smoothness of signed measures and decomposition of additive functionals
M. Fukushima
08:00 AM - 05:00 PM
  Stochastic differential equations in white noise space
H. H. Kuo
08:00 AM - 05:00 PM
  The log-Sobolev inequality on loop space over a compact Riemannian manifold (Slides for this talk are not presently available.)
Z. M. Ma
08:00 AM - 05:00 PM
  Heat equation in infinite dimensions
P. Malliavin
08:00 AM - 05:00 PM
  A two dimensional stochastic wave equation: Smoothness of the law
M. Sanz-Sole
08:00 AM - 05:00 PM
  Logarithmic derivatives of the heat kernel, again
D. Stroock