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Stochastic Partial Differential Equations (SPDEs)

4th January 2010 to 8th January 2010

Organisers: Z Brzezniak and M Rockner

Workshop Theme

This is the opening conference of the special semester on SPDE at the Isaac Newton Institute. The conference will concentrate on the latest developments in the area of stochastic partial differential equations (SPDE). Among the topics to be covered are, apart from the well-posedness questions in the strong or martingale sense the following: fine paths properties, asymptotic behaviour path-wise and in law, ergodic theory (including invariant measures and random attractors), large deviations, non-continuous and non-martingale noises, Kolmogorov operators and their spectral theory.

University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons