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CFD Events Calendar, Event Record #566

Stochastic Analysis Tutorial Workshop at Laramie
This is a tutorial workshop to introduce theoretical and computational aspects of stochastic analysis to newcomers.
Date: June 7, 2004 - June 11, 2004
Location: Ross Hall, Department of Mathematics, University of Wyoming, Laramie, Wyoming, United States
Web Page: http://math.uwyo.edu/stoch_04/stochastic.html
Contact Email: stanescu@uwyo.edu
Organizer: Dan Stanescu
Special Fields: Turbulence Theory
Type of Event: Workshop, International
 
Description:

Institute for Scientific Computation Workshop
Stochastic Analysis and White Noise Calculus http://math.uwyo.edu/stoch_04/stochastic.html
An Introductory Tutorial Workshop for Graduate Students and Newcomers to the Field
June 7 -11, 2004
University of Wyoming
Laramie, Wyoming 82071 
 
Speakers/Tutors
P.L. Chow, Wayne State University
Fausto Gozzi, University of Rome
J.L. Menaldi, Wayne State University
H.H. Kuo, Louisiana State University
Dan Stanescu, University of Wyoming
P. Sundar, Louisiana State University
Andrzej Swiech, Georgia Tech
Themes
Theory:
· Brownian Motion, Poisson and Levy Processes
· Ito's Stochastic Calculus and Stochastic Integration
· Hida's White Noise Calculus
· Large Deviation Theory and Small Noise Asymptotics
Applications:
· Nonlinear Filtering and Stochastic Control
· Stochastic Partial Differential Equations
Click here for Program information
Program Information

Monday, June 7th
 
 
8:30-10:00 A.M.
Introduction to Stochastic Processes
Dr. P. Sundar, Louisiana State University
10:20-11:50 A.M.
Introduction to Hida's White Noise Calculus
Dr. H.H. Kuo, Louisiana State University
1:30-2:45 P.M.
Controlled Diffusions with Jumps, Part I
Dr. J.L. Menaldi, Wayne State University
3:00-3:50 P.M.
Regularity of Solutions of Hamilton-Jacobi-Bellman-Isaacs Equations, Part I
Dr. Andrzej Swiech, Georgia Institute of Technology
 
 
 
Tuesday, June 8th
 
 
8:30-9:30 A.M.
Introduction to Large Deviation Theory
Dr. P. Sundar, Louisiana State University
9:45-11:00 A.M.
Controlled Diffusions with Jumps, Part II
Dr. J.L. Menaldi, Wayne State University
11:00 A.M.-12:00 P.M.
Hida's White Noise Calculus, Part II
Dr. H.H. Kuo, Louisiana State University
1:30-3:00 P.M.
Regularity of Solutions of Hamilton-Jacobi-Bellman-Isaccs Equations, Part II
Dr. Andrzej Swiech, Georgia Institute of Technology
 
 
 
Wednesday, June 9th
 
 
8:30-9:50 A.M.
Large Deviation Theory, Part II
Dr. P. Sundar, Louisiana State University
10:00-10:50 A.M.
Hida's White Noise Calculus, Part III
Dr. H.H. Kuo, Louisiana State University
11:00 A.M.-12:00 P.M.
Regularity of Solutions of Hamilton-Jacobi-Bellman-Isaacs Equations, Part III
Dr. Andrzej Swiech, Georgia Institute of Technology
 
 
 
Thursday, June 10th
 
 
8:30-9:50 A.M.
Hida's White Noise Calculus, Part IV
Dr. H.H. Kuo
10:00-10:50 A.M.
Large Deviation Theory, Part III
Dr. P. Sundar, Louisiana State University
11:00 A.M.-12:00 P.M.
Introduction to the Numerical Simulation of Stochastic Differential Eequations
Dr. Dan Stanescu, University of Wyoming
1:30- 3:00 P.M.
Numerical Simulation of Stochastic Differential Equations - High-Order Methods and Levy Noise
Dr. Dan Stanescu, University of Wyoming
  
 
Friday, June 11th
  
8:30-9:50 A.M.
Large Deviation Theory, Part IV
Dr. P. Sundar, Louisiana State University





 
Event record first posted on April 18, 2004, last modified on April 19, 2004

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