Workshop/School on Stochastic Partial Equations: Theory and Applications

摘要

The Workshop/School on Stochastic Partial Differential Equations: Theory andApplications was held January 3 through January 7, 1996 in Los Angeles. The event was organized and hosted by the University of Southern California. Funding was provided by ONR ($20,000), ARO ($5,000) and IMA ($5,000). There were 85 participants registered for the Workshop. A series of mini courses during the Workshop was given by world-reknown experts in stochastic analysis and its applications including D. Dawson(Carleton University, Canada), G. Glimm (SUNY of Stony Brook), N. Krylov (University of Minnesota), and J. Lebowitz (Rutgers University). These courses served as a comprehensive review of the state of the art in SPDE's and their applications. An agreement was reached between the organizers of the conference and the American Mathematical Society that the latter will publish a Proceedings of the Workshop in the form of a monograph. It is expected that the volume will be published in 1997. The Workshop was a great success. It demonstrated clearly that SPDE's is one of the most dynamically developing areas of probability and statistics with a wide range of important applications. Many of them are of substantial importance for Navy applications (e.g. nonlinear filtering, prediction and smoothing, stochastic numerics, SPDE's of physical oceanography, etc.).