Workshop on Stochastic Analysis and Related Fields, Cracow 20 - 22 July, 2009

Supported by EC FP6 Marie Curie ToK programme SPADE2 and Faculty of Applied Mathematics of AGH University of Science and Technology.

The main topics of the conference are: Markov processes on infinite dimmensional spaces, in particular their ergodicity and analitical properties of generators, Lévy processes, stochastic partial differential equations, statistical mechanics, stochastic control.

The venue is the Institute of Mathematics, Polish Academy of Sciences, Cracow, Św. Tomasza 30/7

Participants:

• G. Bartosz, Katowice
  
• Z. Brzeźniak, York
  
• A.L. Dawidowicz, Cracow
  
• T. Komorowski, Lublin
  
• E. Marciniak, Cracow
  
• S. Olla, Paris
  
• S. Peszat, Cracow
  
• A. Poskrobko, Białystok
  
• P. Przybyłowicz, Cracow
  
• C. Roberto, Paris
  
• D. Synowiec, Cracow
  
• B. Zegarliński, Toulouse
  

Program:

Monday 20

• 15 - 15.45 Z. Brzeźniak, Stochastic Landau-Lifshitz equation.
• 16 - 16.45 C. Roberto, Isoperimetry for product of probability measures.
• 17 - 17.45 S. Peszat, Regularity of Ornstein-Uhlenbeck processes.

Tuesday 21

• 9.30 - 10.15 S. Olla, Microscopic origin of heat equation.
• 10.30 - 11.15 B. Zegarliński, Ergodicity in large dimensions.
• 11.30 - 12.15 T. Komorowski, Stable limit laws for Markov chains.

Wednesday 22

• 9.30 - 10.15 A.L. Dawidowicz Age-dependent predator-prey model.
• 10.30 - 11.15 D. Synowiec, On an investor problem.

For more information contact S. Peszat, e-mail napeszat[AT]cyf-kr.edu.pl