Stochastic Analysis and its Applications (17w5119)


(University of Washington)

(University of British Columbia)

Jeremy Quastel (University of Toronto)


The Banff International Research Station will host the "Stochastic Analysis and its Applications" workshop from October 22nd to October 27th, 2017.

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. Ito, 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, 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, the Dirichlet form approach to Markov processes, Schramm-Loewner equations, and stochastic partial differential equations.

Recently, Wendelin Werner and Martin Hairer were awarded a Fields medal for their work in SLE and SPDE in 2006 and 2014, respectively. The Fields Medal is awarded every four years on the occasion of the International Congress of Mathematicians to recognize up to four scientists in the world under 40 years of age for their outstanding mathematical achievement for existing work and for the promise of future achievement. The Fields Medal is widely viewed as one of the highest honor for mathematicians.

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).