Stochastic Processes and Differential Equations in Infinite Dimensional Spaces

Mar 31 2014 - 00:00
Apr 3 2014 - 23:59
Venue: 

King's College London, United Kingdom

Short description of the event: 

The workshop brings together leading international researchers in various fields of stochastic analysis in infinite dimensional spaces. This workshop is supported by the EPSRC project Cylindrical Levy Processes and Their Applications (Markus Riedle) and the London Mathematical Society.

The aim of the workshop is to gain a deeper understanding of the probabilistic, and more general, mathematical difficulties underlying the study of stochastic processes and stochastic differential equations in infinite dimensions. The workshop emphasises a non-Gaussian setting, but without excluding research in this area.

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