Stochastic Seminar, University of Utah, Spring 06

January 11. Probability Seminar. 1-2 pm. LCB 215
Nicolai V. Krylov, University of Minnessota
"A square root law for Brownian motion and its application to stochastic partial differential equations"

January 11. Joint Numerical Analysis/Applied Math. Seminar. 4-5 pm. LCB 215
Nicolai V. Krylov, University of Minnessota
"Difference approximations for fully nonlinear equations"
(Relevant to the theme of this seminar)

February 22. Probability Seminar. 3:30-4:25 pm. LCB 121
Yimin Xiao, Michigan State University
"Sample Path Properties of Anisotropic Gaussian Random Fields" (Abstract)

April 6. Stochastics Seminar. 3:30-4:25 pm. LCB 215
Mario Kühn, University of Köln
"A Test for a Mean-Change Based on Weighted Moving Averages" (Abstract)

April 7. Probability Seminar. 3:30-4:25 pm. LCB 215
Frederi Viens, Purdue University
"Gaussian and Non-Gaussian Fields, the Malliavin Calculus, and Applications" (Abstract)

April 19. Probability Seminar. 3:30-4:30 pm. JWB 308 (NOTE: unusual room!)
Wenbo V. Li, University of Delaware
"Independent Constants and Some Gaussian Inequalities" (Abstract)

May 8-19. VIGRE Minicourse on Stochastic Partial Differential Equations.
(Relevant to the theme of this seminar)

Speakers:

Robert C. Dalang (Ecole Polytechnique Fédérale de Lausanne)
"The Stochastic Wave Equation"
Carl Mueller (University of Rochester)
"Qualitative Properties of Parabolic Stochastic PDEs"
David Nualart (University of Kansas)
"An Introduction to Malliavin Calculus and Its Applications to SPDEs"
Boris Rozovskii (University of Southern California)
"SPDEs and Fluid Dynamics "

Further details will be posted soon.
For more information, contact the local organizers: Davar Khoshnevisan and Firas Rassoul-Agha