Stochastic Partial Differential Equations (SPDEs)

Stochastic Partial Differential Equations (SPDEs)

4 - 8 January 2010

Organisers: Z Brzezniak and M Rockner

Programme | Paricipants | Application | Accommodation and Costs | Photograph

Scientific 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.

Invited speakers: