International conferenceStochastic Analysis and Mathematical Physics

May 24-29, 1999
Interdisciplinary Complex of the University of Lisbon

Schedule

Monday, 24
10:00-10:45	Üstunel
Coffe break
11:15-12:00	Russo
Lunch
14:30-15:15	Cattiaux
15:20-16:05	Dozzi
16:15-16:40	Long
Tuesday, 25
10:00-10:45	Malliavin
Coffe break
11:15-12:00	Fang
Lunch
14:30-15:15	Kolsrud
15:20-16:05	Léonard
16:15-17:00	Thieullen
Wednesday, 26
10:00-10:45	Nualart
Coffe break
11:15-12:00	Sanz-Solé
Thursday, 27
10:00-10:45	Carlen
Coffe break
11:15-12:00	Liming
Lunch
14:30-15:15	Léandre
15:20-16:05	Lescot
16:15-16:40	Li
Friday, 28
10:00-10:45	Rebolledo
Coffe break
11:15-12:00	V. Casteren
Lunch
14:30-15:15	Airault
15:20-16:05	Peskir
16:15-16:40	Decreusefond

Organizing committee

A. B. Cruzeiro and J. C. Zambrini

List of talks

H. Airault (St. Quentin)

To be announced

E. Carlen (Atlanta)

Stochastic methods in kinetic theory: recent progress

J. V. Casteren (Antwerp)

On Feynman-Kac semigroups and martingales

P.Cattiaux (Palaiseau)

Time reversal and a priori regularity for solutions of singular Fokker-Plank equations

L.Decreusefond (Paris)

A functional central limit theorem for some Gaussian processes

Li Xiang Dong (Lisboa)

Geometrical transformations on Path Spaces

M. Dozzi (Nancy)

Stochastic parabolic differential equations: local and global solutions

S. Fang (Dijon)

Heat measures on loop groups

T. Kolsrud (Stockholm)

Integrability for diffusions

R. Léandre (Nancy)

Stochastic cohomology of Chen-Souriau

C. Léonard (Paris)

Some result about Csiszar's projections

P. Lescot (St.Quentin)

Mehler-type semigroups on Hilbert spaces and their generators

W. Liming (Clermont-Ferrand)

L^p uniqueness of ground state diffusions associated with euclidean quantum fields

H. Long (Lisboa)

Invariant measures for stochastic evolution equations in M-type 2 Banach spaces

P. Malliavin (Paris)

Canonic Brownian motion above the group of diffeomorphisms of the circle

D. Nualart (Barcelona)

Stochastic Burgers equation

G. Peskir (Aarhus)

Market forces and dynamic asset pricing

R. Rebolledo (Santiago do Chile)

Stopping times and weak convergence of capacities

F. Russo (Paris)

Stochastic calculus with respect to a cadlag finite quadratic variation process

M.Sanz-Solé (Barcelona)

Stochastic wave equations with multidimensional space parameter

M.Thieullen (Paris)

Reciprocal diffusions and symmetries

A.S.Üstunel (Paris)

Some convexity-concavity inequalities on Wiener space

Financial Support

Group of Mathematical Physics of the University of Lisbon
Portuguese Foundation for Science and Technology
Ambassade de France au Portugal
Calouste Gulbenkian Foundation

Contact

Group photos

URL: http://alf3.cii.fc.ul.pt/gfm/Events/SAMP99/SAMP99.en.html