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NSFDirectorate for Mathematical and Physical Sciences

Conference: Workshop on Stochastic Analysis, Random Fields, and Applications

Completed
Institution
Michigan State University, MI
Principal investigator
Yimin Xiao
Funding
$41K
Duration
2023–2024
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Abstract

The Workshop on Stochastic Analysis, Random Fields, and Applications (SARFA) will be held at Michigan State University in East Lansing, Michigan, on 14-16 August 2023. The areas of stochastic analysis, stochastic partial differential equations, random fields, and probability in Banach spaces have recently entered a period of rapid growth, with significant new interactions among stochastic analysis, stochastic processes, and many applications outside mathematics, including physics, fluid mechanics, and finance. The primary goal of this workshop is to bring together a diverse group of accomplished researchers, early-career investigators, and graduate students in stochastic analysis, stochastic partial differential equations, and random fields and to enable participants to discuss their most recent significant progress in research with others. The six scholars who will be the main speakers at the workshop SARFA were chosen for their prominence as researchers in stochastic analysis, random fields, and their applications. This workshop will also include two 90-minute tutorial lectures intended for new researchers, delivered by an internationally renowned expert in stochastic partial differential equations and random fields. Financial support to attend the workshop SARFA will preferentially be given to graduate students, postdocs, women, and other under-represented or marginalized groups, as well as to early-career faculty who may not otherwise be able to attend the workshop. The topics covered in this workshop include stochastic analysis, stochastic partial differential equations, random fields, and their applications to mathematical finance, statistics, and machine learning. More information is available at the workshop webpage: https://stt.natsci.msu.edu/events/sarfa2023/ This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

Research team

  • Yimin XiaoPI
  • Lyudmila SakhanenkoCo-PI
  • Shlomo LeventalCo-PI

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Directorate for Mathematical and Physical SciencesCONFERENCE AND WORKSHOPSPROBABILITYequationsdifferentialstochasticdifferential equationsfinancerandompartial differentialpartial

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