Stochastic Analysis and Large Scale Interacting Systems
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Organizer(s): |
Name:
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Affiliation:
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Country:
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Danielle Hilhorst
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CNRS and University Paris-Sud Paris-Saclay
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France
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Sunder Sethuraman
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University of Arizona
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USA
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Bin Xie
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Shinshu University
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Japan
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Abstract:
| The interaction between the theory of stochastic analysis and large scale interacting systems is an important and fruitful research field, not only because of its intrinsic mathematical challenges, but also by the wide range of its applications in physics, biology, mathematical finance, engineering and so on. In this session, we aim to bring together experts in the research area of stochastic analysis on interacting particle systems arising in physics and biology, as well as in phase transitions, and related research topics including stochastic partial differential equations, rough paths, random surfaces, quantum field theory, and stochastic homogenization. It will involve methods for their stochastic analysis and will also deal with numerical algorithms for explicit computations. |
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List of approved abstract |
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