Stochastic PDEs

Schedule & Notes
All mini-course activities are in LCB 215.

Monday, May 8
8:00-8:55 Registration
8:55-9:00 Welcome
9:00-10:00 An Le (Utah) "Viscosity Solutions to PDEs"
Notes
Exercises
10:30-11:30 Working Group
3:00-4:00 Davar Khoshnevisan (Utah) "Stochastic Integrals"
4:30-5:30 Working Group
Tuesday, May 9
9:00-10:00 An Le (Utah) "Viscosity Solutions to PDEs"
Notes
10:30-11:30 Working Group
3:00-4:00 Davar Khoshnevisan (Utah) "Stochastic Integrals"
4:30-5:30 Working Group
Wednesday, May 10
9:00-10:00 An Le (Utah) "Viscosity Solutions to PDEs"
Notes
10:30-11:30 Working Group
3:00-4:00 Davar Khoshnevisan (Utah) "Stochastic Integrals"
Notes
4:30-5:30 Working Group
Thursday, May 11
9:00-10:00 Robert Dalang (EPFL) "The Stochastic Wave Equation"
10:30-11:30 Working Group
3:00-4:00 David Nualart (Kansas) "An Introduction to Malliavin Calculus"
Notes
4:30-5:30 Working Group
Friday, May 12
9:00-10:00 Robert Dalang (EPFL) "The Stochastic Wave Equation"
References
10:30-11:30 Working Group
3:00-4:00 David Nualart (Kansas) "An Introduction to Malliavin Calculus"
4:30-5:30 Working Group
Monday, May 15
9:00-10:00 Robert Dalang (EPFL) "The Stochastic Wave Equation"
11:00-12:00 Yimin Xiao
(Michigan State University)
"Sample Path Properties of Anisotropic Gaussian Random Fields"
Notes
3:00-4:00 David Nualart (Kansas) "An Introduction to Malliavin Calculus"
4:30-6:00 Working Group
Tuesday, May 16
9:00-10:00 Robert Dalang (EPFL) "The Stochastic Wave Equation"
11:00-12:00 Yimin Xiao
(Michigan State University)
"Sample Path Properties of Anisotropic Gaussian Random Fields"
3:00-4:00 Boris Rozovsky (USC) "SPDEs and Fluid Dynamics"
Notes
4:30-6:00 Working Group
Wednesday, May 17
9:00-10:00 Boris Rozovsky (USC) "SPDEs and Fluid Dynamics"
Notes
11:00-12:00 Yimin Xiao
(Michigan State University)
"Sample Path Properties of Anisotropic Gaussian Random Fields"
3:00-4:00 Carl Mueller (Rochester) "Qualitative Properties of Parabolic SPDEs"
4:30-6:00 Working Group
Thursday, May 18
9:00-10:00 Boris Rozovsky (USC) "SPDEs and Fluid Dynamics"
10:30-11:30 Working Group
3:00-4:00 Carl Mueller (Rochester) "Qualitative Properties of Parabolic SPDEs"
4:30-5:30 Working Group
Friday, May 19
9:00-10:00 Carl Mueller (Rochester) "Qualitative Properties of Parabolic SPDEs"
10:30-11:30 Working Group
3:00-4:00 Carl Mueller (Rochester) "Qualitative Properties of Parabolic SPDEs"
4:30-5:30 Working Group
VIGRE       U of U Math