International Conference on Stochastic Analysis and Applications: from Mathematical Physics to Mathematical Finance, June 13-15, 2008, Princeton University

国际随机分析与应用会议：从数学物理到数学金融，2008 年 6 月 13-15 日，普林斯顿大学

• 批准号: 0805745
• 负责人: Frederi Viens
• 金额: --
• 依托单位: Purdue University
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2008
• 资助国家: 美国
• 起止时间: 2008-02-01 至 2010-01-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=0805745&HistoricalAwards=false
• 关键词: International; Conference; Stochastic; Analysis; Applications

This grant will use NSF funds to support the International Conference on Stochastic Analysis and Applications: From Mathematical Physics to Mathematical Finance, to be held at Princeton University on June 13-15, 2008. We anticipate between 15 and 25 talks by senior and junior scientists on the following topics: Random Schrödinger Operators, Wavelets and signal analysis, Stochastic ordinary and partial differential equations, Wave propagation in random media, Stochastic filtering, Mathematical Finance. These were inspired partly by the unique career trajectory of Rene Carmona, of Princeton University.The organizers will encourage women and underrepresented minorities to participate in the conference. The results of the conference, including abstracts, presentations, and preprints, will be published online, and will address future directions of research in the field as perceived by the speakers. The conference will create an opportunity for the education of graduate students and beginning researchers by creating contacts, and inspiring and uncovering possible new research topics for them. It will aid in popularizing the idea that the interaction between theoretical and applied mathematics is bidirectional: beyond receiving answers to their applied questions, Finance, Statistical Physics, and other subjects provide great problems for probability theory and applied mathematics, motivate the development of new mathematical tools of intrinsic interest, and improve the image of Mathematics with the general non-scientific public.

This grant will use NSF funds to support the International Conference on Stochastic Analysis and Applications: From Mathematical Physics to Mathematical Finance, to be held at Princeton University on June 13-15, 2008. We anticipate between 15 and 25 talks by senior and junior scientists on the following topics: Random Schrödinger Operators, Wavelets and signal analysis, Stochastic ordinary and partial differential equations, Wave propagation in random media, Stochastic filtering,数学金融。这些是由普林斯顿大学Rene Carmona独特的职业轨迹的一部分。组织者将鼓励妇女和代表性不足的少数民族参加会议。会议的结果（包括摘要，演示文稿和预印本）将在线发布，并将解决演讲者所感知的未来研究方向。会议将通过建立联系，并为他们启发和揭示可能的新研究主题，为研究生的教育和开始研究人员创造机会。它将有助于普及这样的想法，即理论数学和应用数学之间的相互作用是双向的：除了接收其应用问题的答案，财务，统计，物理学和其他主题为概率理论和应用数学提供了很大的问题，动机，动机，开发了新的数学工具的内在兴趣的新数学工具，并改善了与一般不可能的数学公众的形象，并提高了一般性的公立公立。