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2002 International Project Research
April 2002-March 2003
Stochastic analysis and related topics

Updated on 24 December:



Home Page of  International Symposium on Stochastic Analysis and Related Topics (September 4 - 7) 
[Proceedings]

 
Organizing Committee of the Project
S. Watanabe (P.E. of Kyoto University, Ritsumeikan University)
Y. Takahashi (Kyoto University)
T. Funaki (University of Tokyo)
I. Shigekawa (Kyoto University)


Outline
  1. In each 3 months, we will organize seminars, workshops on the following 4 themes.
    a) Brownian functionals
    b) Hydrodynamic limits
    c) Stochastic analysis on infinite dimensional spaces
    d) Innovation problem and Noises
  2. We will organize a big symposium on stochastic analysis early in September.
  3. We will also organize some related workshops during the period.


Concrete plans at this stage
1. a) Brownian functionals : April-June, 2002
We will invite Professor M. Yor (Paris) as a visiting professor 
(7 April- 6 July). 
We will organize a workshop at RIMS as follows.
Title:  Stochastic Processes and their Applications
Date: 29-31 May, 2002
Place: Room 420, RIMS, Kyoto University
Organizer: Y. Matsumoto  (Nagoya)
Plan: We probe for the recent researches and the future on the detailed properties of stochastic processes and their functionals and on their applications.
Invited speaker: N. O'Connell (Paris)
Program

b) Hydrodynamic limits : July-September, 2002
We will invite Professor H. Spohn (Munich) as a visiting professor 
(15 July- 15 October). 
We will organize a workshop at Kyoto University as follows. 
Title: Stochastic analysis and statistical mechanics
Date: 29-30 July, 2002
Place: 3F Lecture room, Yukawa Institute, Kyoto University
Organizer: H. Osada (Nagoya)
Plan: This symposium will be held as a satellite conference of the 11th International Research Institute of Mathematical Society of Japan on "Stochastic Analysis on Large Scale Interacting Systems" with the range of the topics wider than previous one whose foreign participants are expected to be a big portion of speakers.
Invited speakers:
Mu-Fa Chen (Beijing), 
J. Fritz (Budapest), 
D. Ioffe (Haifa), 
C. Landim (Rio de Janeiro), 
S. Olla (Cergy-Pontoise), 
O. Zeitouni (Haifa) 

c) Stochastic analysis on infinite dimensional spaces : October-December, 2002
We will invite Professor Mu-Fa Chen (Beijing) as a visiting professor
(17 October, 2002 - 17 January, 2003). 
(There will be a series of lectures by Prof. Chen every Fridays.) 
We will organize a workshop at RIMS as follows. 
Title:  Stochastic analysis in infinite dimensional spaces
Date: 6-8 November, 2002 
Place: Room 420, RIMS, Kyoto University
Organizer: S. Aida (Osaka) 
Plan:  In this workshop, we will discuss various problems in "Stochastic analysis on infinite dimensional spaces" which is one of the themes in 2002 International Project Research in RIMS. 
The main topics will be 
(1) Laplace method, saddle point method, stationary phase method in functional integration, 
(2) Functional inequalities such as Poincare's and logarithmic Sobolev inequalities, 
(3) Malliavin calculus and Dirichlet forms on infinite dimensional spaces which are basic tools to the problems above 
Also we will organize informal seminars with invited speakers.
Invited speakers:
F-Y.Wang (Beijing Normal University, P.R.China),
J.A.Ramirez (Cornell University, USA), 
J. Ren (Huazhong University of Science and Technology).
Program

d) Innovation problem and Noises : January-March, 2003
We will invite Professor M. Emery (Strasbourg) as a visiting professor. (There will be a series of lectures by Prof. Emery every Fridays.) 
We will organize a workshop at RIMS as follows.
Title: Representations of stochastic processes and isomorphism problems of filtrations 
Date: 5-7 February, 2003  
Place: Room 115, RIMS, Kyoto University
Organizer: S. Watanabe  (Ritsumeikan) 
Plan:
We discuss problems concerning representations of stochastic processes and problems on filtrations, such as; canonical representations and cosiness of filtrations, examples of noncanonical representations and applications, noise stability and sensitivity and nonclassical noises, and so on. We arrange lectures by specialists including Professor Emery, and we also accept applications of lectures.
Invited speakers: Boris Tsirelson (Tel Aviv Univ.)
Michel Emery (Univ. Strasbourg)
Jon Warren (Univ. Warwick) 
Ching-Tang Wu (National Univ. of Kaohsiung)
Program

2.  Title: Stochastic analysis and related topics
Date: 4-7 September, 2002
Home Page of the Symposium
Organizing Committee:
S. Watanabe, M. Fukushima,
H. Kunita, Y.Takahashi,
H. Nagai, S. Kusuoka,
I. Shigekawa
This symposium is intended to be the biggest meeting in the RIMS International Research Project with the same title through the academic year April 2002 - March 2003.
The symposium will include three topics: Stochastic Analysis, Markov process, Mathematical Finance. It will also include a special ceremonial session to celebrate "Beiju" (the 88th birthday) of Professor Kiyosi Itô.
Tentative invited speakers:
G. Ben Arous, N. El Karoui,
K.D. Elworthy, M. Fukushima,
R.K. Getoor, T. Hida, 
M. Hino, N. Ikeda,
I. Karatzas, T. Kumagai,
H. Kunita, S. Kusuoka, 
T.J. Lyons, P. Malliavin, 
H.P. McKean, H. Nagai, 
M. Röckner, J. Sekine,
I. Shigekawa, D.W. Stroock, 
M. Takeda, A.S. Üstünel, 
S. Watanabe

3. 
Related International Conference 
* Title: Stochastic Analysis on Large Scale Interacting Systems (11th MSJ-IRI) 
Date: 17-26 July, 2002 
Place: Sho-nan International Village Center 
Organizing Committee:
T. Funaki, K. Uchiyama, H. Osada, N. Yoshida, S. Olla, H. Spohn 

* Title: Stochastic analysis and Markov processes
Organizers: M. Fukushima, Y. Oshima, M. Tomisaki
Date: 8-10 September, 2002
Place: Kobe college town center UNITY

* Title: Aspects of Mathematics on Fractals
Organizers: J. Kigami
Date: 14-17 January, 2003
Place: Room 420, RIMS, Kyoto University
Program