MaPhySto
Centre for Mathematical Physics and Stochastics

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Funded by The Danish National Research Foundation

Workshop on

Stochastic Partial Differential Equations

Statistical Issues and Applications.

Thursday January 4 - Saturday January 6, 2001

at the University of Copenhagen

Organized by

Marianne Huebner (Michigan State University) and Michael Sørensen (University of Copenhagen)

Speakers:

Jaya P. N. Bishwal (Princeton University), Rama Cont (Ecole Polytechnique, Palaiseau, France), Marianne Huebner (Michigan State University), Ildar A. Ibragimov (Univ. of St. Petersburg), Nikolai Leonenko (Cardiff University), Sergey V. Lototsky (University of Southern California), Bo Markussen (University of Copenhagen) Jaroslav Mohapl (University of Waterloo), Bernt Øksendal (University of Oslo), Leonid Piterbarg (University of Southern California), Boris L. Rozovski (University of Southern California), Tony Shardlow (Durham University), Tusheng Zhang (University of Manchester).

The workshop took place at the Department of Statistics and Operations Research, University of Copenhagen.

The emphasis of the workshop was on statistical issues, including ill-posed problems, computational aspects, and applications in finance, hydrology and turbulence.

Extended abstracts

A collection of extended abstracts has been made and can be down-loaded from here: ps-format   pdf