**Thursday March 20 1997, Computer Science Bldg, Large Auditorium 104**- 8:30 - 9:30 Registration
- 9:30 - 10:30
**Donald Burkholder**: Some extremal problems in martingale theory - 10:30 - 11:00
**Coffee** - 11:00 - 12:00
**Philip Protter**: Numerical methods for stochastic differential equations - Afternoon Sessions:
**NB Change of Location**Engineering Quad- Probabilistic Numerical Methods for PDE's, Room C-207
- Markov processes, Room C-305
- T.B.A. Room B-205

- 5:30 - 7:30 Welcoming Reception at Prospect House

- 8:30 - 9:30 Registration
**Friday, 21 March 1997, Computer Science Bldg, Large Auditorium 104**- 9:30 - 10:30
**John Walsh**: Some remarks on the numerical solution of SPDEs - 10:30 - 11:00
**Coffee** - 11:00 - 12:00
**Sylvie Meleard**: Probabilistic interpretation of Boltzmann equations - Afternoon Sessions:
**NB Change of Location**Engineering Quad- Approximation and Simulation of Stochastic Processes, Room C-207
- T.B.A. Room C-305
- T.B.A. Room B-205

- 9:30 - 10:30
**Saturday, 22 March 1997, Computer Science Bldg, (Large) Auditorium 104**- 9:30 - 10:30
**Daniel Stroock**: Markov Chain Approximations to Divergence Form Diffusions - 10:30 - 11:00
**Coffee** - 11:00 - 12:00
**Patrick Fitzsimmons**: A quasi-sure ratio ergodic theorem

Seminar ends by noon, Saturday.

- 9:30 - 10:30