Foundations of Stochastic Analysis (11w5077)


(University of Washington)

(Waseda University)


The Banff International Research Station will host the "Foundations of Stochastic Analysis" workshop from September 18th to September 23rd, 2011.

Stochastic Analysis takes a central place in modern probability theory. It has numerous interactions with other areas of mathematics
and sciences. For example, one of the main founders and contributors, K. It^o, was awarded the first Gauss prize in 2006. The Gauss prize recognizes scientists in the world whose mathematical research has had an impact outside mathematics – either in technology, in business, or simply in people’s everyday lives.
Over the years, the foundations of stochastic analysis included various specific topics, such as the general theory of Markov processes, the general theory of stochastic integration, the theory of martingales, Malliavin calculus, the martingale-problem approach to Markov processes, and the Dirichlet form approach to Markov processes.

The scientific goal of the proposed workshop is to bring together top experts in stochastic analysis representing its various branches, with the common theme of developing new foundational methods and their applications to specific areas of probability. We plan to stress geographic diversity and also to invite some of the most
promising junior mathematicians.

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).