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EPSRC Symposium Workshop - Stochastic Analysis and Stochastic PDEs

Monday 16 - Friday 20 April 2012

Organisers: David Elworthy (Warwick), Martin Hairer (Warwick), Xue-Mei Li (Warwick)

Over the past two decades, the mathematical study of stochastic partial differential equations (SPDEs) has emerged as a new field of research that connects a number of areas of pure mathematics (PDE theory, probability theory, stochastic analysis, functional analysis) and has applications as diverse as financial mathematics, climate modelling and quantum field theory, among others. This workshop will bring together leading experts in the theory of SPDEs with the larger stochastic analysis community in order to promote cross-fertilisation between these two closely related fields.

Accommodation will be arranged on Campus by the Mathematics Research Centre (MRC).

Short Talks: We have scheduled a number of short talks. If interested please submit a title and abstract. The talks are currently set to 10 minutes, with 5 minutes break for questions and changeover. If you wish to take one of these slots please email xue-mei dot li at warwick dot ac dot uk including the talk title/abstract.

Poster Session: If you are interested in presenting a poster, again, please advise by email xue-mei dot li at warwick dot ac dot uk


Confirmed participants include:

A.Aguele, S.Aida, R .Albuquerque, A.Ali, L.Alili, A.Andersson, D.Applebaum, M.Arnaudon, S. Assing, I .Bailleul, D.Bakry, J.Bao, F.Baudoin, M. Bingham, Z.Brzezniak, D.Crisan, A.B.Cruzeiro, L.Debbi, A.Debussche, M.Dunlop, K.D.Elworthy, S.Fang, C.Feng, M.Foondun, X .Geng, B.Gess, M.Gnacik, J.Gogala, I .Gyongy, M.Hairer, E.J.Hall, E.Hausenblas, R .Hudson, H.Javed, P.P. Jones, T.Kania, D.Kelly, M.Klimmek, V.Kolokoltsov, H.Kunita, S.Kusuoka, J-M.Leahy, S.Ledger, L.Li, X-M.Li, A.Litvinenko, E.Luçon, S. Luo, Ye Luo, T.Lyons, J.Mattingly, M.Maurelli, M.A.Memon, D.Morys, L.Mytnik, M.Neklyudov, E.Pardoux, P .Pazdziorek, Y.Pei, J.Picard, S.Riedel, M.Roeckner, M.Romito, M.Sanz-Solé, C.Savona, M.Scheutzow, M.Scott, D.Spano, J.Teichmann, A.Thalmaier, A.Truman, D.Ueltschi, A.Veretennikov, M.Vidmar, S.Vollmer, M.Wang, X. Wang, Y.Wang, H.Weber, S.Weber, Y.Wu, A.Wulfsohn, L.Xu, W.Xu, Y.Yang, C.Yeadon, S.K.Yip, J.Zabczyk, L.Zambotti, T.Zhang, H.Zhao, N.Zygouras


Abstracts of Talks

Social Arrangements

On Monday evening you are invited to a reception in the Mathematics Department Common Room.

Wednesday Evening: Transport will be arranged for those going to a Shakespeare play at Stratford upon Avon. Tickets for 'King John' and 'The Comedy of Errors' can be booked online.

Wednesday afternoon will be free of formal talks. Transport will be provided to Stratford upon Avon and, weather permiting, a walk will be organised in the surroundings of Kiftsgate Gardens. Entry to the gardens @ £7 is not compulsory as there is a pleasant walk in the surrounding area, and a local pub.
On Thursday evening there will be a conference dinner at the Saxon Mill pub/ restaurant near Warwick. A supplement of £15 is required for this dinner.

Please indicate your interest in the walk/conference dinner


Some practical details

Here is advice on how to get to Warwick University from the main UK airports.

The nearest railway station to the University is Coventry Railway Station, approximately 2.5 miles away.

Here is a map of the Warwick campus (where the Mathematics Department is in the Zeeman Building, numbered 37).

Here is some information on local buses (U1 and U2 connect Coventry-University-Leamington Spa; 12 connects Coventry-University-Kenilworth-Leamington Spa). Kenilworth is 4 miles from the University. Leamington Spa is 8 miles from the University, and has its own railway station.

The cost of parking on Campus is £3 per day.

Lectures will be in room B3.03 in the Zeeman Building (which is suitable for blackboard, OHP or computer presentations).

Aerial photograph of Maths Houses

See also:
Mathematics Research Centre
Mathematical Interdisciplinary Research at Warwick (MIR@W)
Past Events 
Past Symposia 

Internet Access at Warwick:
Where possible, visitors should obtain an EDUROAM account from their own university to enable internet access whilst at Warwick.
If you need WiFi whilst at Warwick, click here for instructions (upon arrival at Warwick)
You can register for any of the symposia or workshops online. To see which registrations are currently open and to submit a registration, please click here. If you get an error page, please use the link in the centre of the page to register for the current event.
Mathematics Research Centre
Zeeman Building
University of Warwick
Coventry CV4 7AL - UK