Entrance hall of the ICMS

Nonlinear PDEs, stochastic control and filtering: new methods and applications

May 29, 2017 - Jun 02, 2017

ICMS, 15 South College Street

Organisers

Name Institution
Gyongy, Istvan University of Edinburgh
Rozovsky, Boris Brown University
Safonov, Mikhail University of Minnesota

The objective of this workshop is to revisit classical problems and explore new directions where real world problems have been and can be successfully studied by an exchange of ideas and methods from PDE, probability, and numerical analysis. The workshop will bring together world leading researchers who have made fundamental contributions to the theory of nonlinear PDEs, probability and numerical analysis, and young scientists at different stages of their career. The interplay between nonlinear PDEs, stochastic and numerical analysis was extremely fruitful in the development of these areas. The aim of the workshop is to present important new directions, ideas and methods, motivated by recent mathematical challenges arising in physics, engineering, biology, economics and finance, where bridges between di fferent mathematical fields can be used to make signifi cant progress.

Arrangements

to be announced

Programme

to be announced