Objective
The network will involve several of the leading groups in stochastic analysis of the NIS and INTAS countries, and will provide additional links with existing EU networks. The principal scientific objectives include:
a) the development of the theory of stochastic partial and ordinary differential equations including the study of the evolutions of infinite particle systems described by infinite dimensional stochastic differential equations or by Hamiltonians and of connections between stochastic partial differential equations and hydrodynamic limits of infinite particle systems;
b) the more general development of the theory of infinite dimensional diffusion processes and analysis in both geometric and physical contexts together with related topics such as measure valued diffusions and classical processes;
c) the further study of homogenisation of partial differential equations with periodic or random coefficients, together with the development of probabilistic methods for partial differential equations;
d) the development of a new understanding of mixing, diffusion approximation, large deviations, their applications to parameter estimation and non-parametric inference, stochastic approximation, approximation methods and filtering;
e) the development of computational approaches to stochastic p.d.e.'s and o.d.e.'s together with its theoretical aspects.
The special activities will include workshops in St Petersburg in the summer of 2000, and in Kiev in 2002, with smaller group meetings and a programme of scientific visits. The network will also be involved in other activities already planned, especially for the year long Symposium in Stochastic Partial Differential Equations and Related Topics in Warwick, Oct 2000-Aug 2001. A web site will be maintained and an e-mailed Newsletter in conjunction with the EU project on Stochastic Analysis and its applications.
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Programme(s)
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Topic(s)
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Funding Scheme
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Coordinator
CV4 7AL COVENTRY
United Kingdom
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