Department of Civil Engineering and Operations Research




Seminar on Stochastic Processes 1997

Week at a Glance

This year's seminar will be held

20-22 March 1997
at Princeton University, Princeton, NJ. The Seminar will be the seventeenth in a series of annual conferences begun in 1981, giving eminent researchers, young specialists and graduate students the opportunity to discuss together recent advances in stochastic processes. There will be six formal lectures of one hour each and about nine hours of shorter and more informal presentations.


Week at a Glance

Invited Speakers

  • Donald Burkholder (Illinois)
  • Patrick J. Fiszimmons (UC-San Diego)
  • Sylvie Meleard (Univ. Paris VI)
  • Philip Protter (Purdue)
  • Daniel Strook (M.I.T.)
  • John Walsh (British Columbia)

Schedule


Week at a Glance

Informal Sessions

At the informal sessions, Seminar participants volunteer to give short presentations of their current research. Several informal workshops will also be organized during the Seminar to delve more deeply into topics of interest to subgroups of participants.
Week at a Glance

Registration

There will be no registration fee. We hope to receive NSF funds to partially defray the expenses of a small number of young participants who have no access to other help.

To register for the Seminar (and/or the workshop), please send E. Cinlar an e-mail informing him of your decision to participate after you make your travel and hotel reservations. We shall send the final schedule, etc. only to the registrants.

Stochastic Numerical Analysis Meeting

Week at a Glance

Numerical Methods for SDE's Workshop

In addition to the seminar, there will be a workshop on
19 March 1997
on Numerical Methods for Stochastic Differential Equations. The workshop is being organized by Philip Protter (Purdue) and Denis Talay (INRIA, France). Participants are welcome to come a day in advance and attend that workshop as well. During the Seminar, on Thursday and Friday afternoons, there will be informal sessions devoted to the workshop's topics.

Organizing Committee: For further information on the workshop, please contact Philip Protter or Denis Talay.


Week at a Glance

Featured Speakers

Wednesday March 19:
  • R. Carmona (Princeton Univ.)
  • D. Duffie (Stanford Univ.)
  • R. Epstein Feldman (UC Santa Barbara)
  • J. Jacod (Paris VI)
  • D. Lepingle (Orleans Univ.)
  • D. Talay (INRIA Sophia Antipolis)
  • A.V. Skorokhod (Michigan State Univ.)
  • P. Vallois (Univ. Nancy I)

Tentative Schedule


Week at a Glance

Informal Sessions

There will be informal sessions the afternoons of March 20 and 21, held in conjuction with the Seminar on Stochastic Processes, on Probabilistic Numerical Methods for PDE's and Approximation and Simulation of Stochastic Processes. N. Bouleau will chair these sessions. Additional confirmed invited participants include:
  • M. Bossy (INRIA Sophia-Antipolis)
  • N. Bouleau (ENPC PAris)
  • I. Karatzas (Columbia Univ.)
  • W. Klieman (Iowa State Univ.)
  • T. Kurtz (Univ. Wisconsin Madison)
  • Y. Liu (Tufts Univ.)
  • J. Ma (Purdue Univ.)
  • C. Martini (INRIA Sophia-Antipolis)
  • D. Ocone (Rutgers Univ.)
  • P. Protter (Purdue Univ.)
  • J. Rosen (CUNY)
  • B. Rozovskii (USC)
  • V. Wihstutz (UNC Charlotte)

General Information


HOTEL INFORMATION

HOW TO GET TO PRINCETON

INTERACTIVE MAP OF THE PRINCETON CAMPUS