Markov Processes and Related Topics

A conference in honor of Tom Kurtz on his 65th birthday

University of Wisconsin--Madison, July 10--13, 2006


photos by Haoda Fu


Topics:

• general theory of Markov processes
• limit theorems for Markov processes
• stochastic equations in finite and infinite dimensions
• stochastic control and filtering
• queueing theory
• mathematical finance
• applications of Markov processes

Invited Speakers:

• Anna Amirdjanova, University of Michigan
• Soren Asmussen, Aarhus University
• Donald Dawson, Carleton University
• Eugene Dynkin, Cornell University
• Patrick Fitzsimmons, University of California San Diego
• Wendell Fleming, Brown University
• Peter Glynn, Stanford University
• James Kuelbs, University of Wisconsin--Madison
• Peter Ney, University of Wisconsin--Madison
• Steven Shreve, Carnegie Mellon University
• Denis Talay, INRIA
• Ruth Williams, University of California San Diego
• Walter Willinger, AT&T
• Thaleia Zariphopoulou, University of Texas at Austin

Contributed talks:

• The conference will be a mixture of invited talks (45 minutes) and contributed talks (15 minutes). There will also be a poster session intended for those who would like to present their results without giving a formal talk.

Schedule:

• The conference will run from Monday morning to Thursday afternoon inclusive, and a banquet is planned for Thursday at 7:00 pm in the Alumni Room of the Pyle Center. Here is the schedule and a list of abstracts. All lectures will be held in B130 Van Vleck Hall.

Accommodations:

• See our accommodations page. The week of July 10 is a busy one in Madison, so you should not wait till the last minute to make reservations.

Registration:

• Conference registration will be held 8:00--8:40 on Monday, July 10, in the 9th Floor Lounge of Van Vleck Hall.

Financial support:

• Thanks to funding from the National Science Foundation, the National Security Agency, the U. S. Army Research Office, and the Office of Naval Research, we will be able to offer partial financial support to most participants, not just invited speakers.

Madison info:

• Campus map, parking, public transportation, and attractions and events. Campus slide show.
• Madison dining online, a restaurant guide.
• Things to do include Henry Vilas Zoo within walking distance of campus, Botanical garden on campus, Farmers' Market on Saturdays, Art Fair on the Square Saturday and Sunday July 8 and 9.

Organizing Committee:

• Stew Ethier, ethier@math.utah.edu
• Jin Feng, jfeng@math.ku.edu
• Dick Stockbridge, stockbri@uwm.edu

Sponsors:

• National Science Foundation
• National Security Agency
• U.S. Army Research Office
• Office of Naval Research
• Department of Mathematics, University of Wisconsin--Madison
• Department of Statistics, University of Wisconsin--Madison
• Institute of Mathematical Statistics
• UWM Mathematical Sciences