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Workshop on Stochastic Analysis and Related Topics
【2012.11.5-9, C110, S712 】

【打印】【关闭】

 2012-10-26  

Workshop on Stochastic Analysis and Related Topics

Supported by the Academy of Mathematics and Systems Science , CAS
Time: November 5--November 9, 2012
Place: C110,S712(Tuesday)
Organizing Committee: Zhi-Ming Ma, Fu-Zhou Gong, Xiang-Dong Li
Program
November 5, Monday
  • 9:00-9:20 Welcome Speech by Zhi-Ming Ma
  • 9:20-10:05 Shige Peng (Shandong University)On pathwise nonlinear PDE
  • 10:05-10:50 Xiangdong Ye (University of Science and Technology of China)On multiple ergodic average
  • 10:50-11:10 Tea time
  • 11:10-11:55 Xiangqun Yang (Hunan Normal University)Markov inversion approach to identify Q-matrix of Markov chain for model of ion channel
  • 11:45-14:00 Lunch
  • 14:00-14:45 Zhonggen Su (Zhejiang University)On fluctuations for deformed random Wigner matrices
  • 14:45-15:15 Zhenxin Liu (Jilin University)Recurrent motions in stochastic differential equations
  • 15:15-15:45 Jin Wu (Zhongshan University)Multivalued stochastic differential equations driven by semimartingales
  • 15:45-16:00 Tea time
  • 16:00-16:45 Kainan Xiang (Nankai University)Random walk and percolation under a quasi-isometry viewpoint
  • 18:00-20:00 Reception

November 6, Tuesday

  • 9:00-9:45 Weinan E (Princeton University and Peking University)Stochastic Ginzburg-Landau equation in 3D with white noise forcing.
  • 9:45-10:30 Ka-Sing Lau (Chinese University of Hong Kong)Martin boundaries and harmonic structure on fractals
  • 10:30-10:50 Tea time
  • 10:50-11:35 Zenghu Li (Beijing Normal University)Stochastic equations and self-similar processes
  • 11:35-14:00 Lunch
  • 14:00-14:45 Xicheng Zhang (Wuhan University)Density and derivative formula for SDEs driven by $\alpha$-stable processes
  • 14:45-15:15 Wei Liu (Jiangsu Normal University and Bielefeld University)Well-posedness and regularity estimate of SPDE with Lyapunov condition
  • 15:15-15:45 Ran Wang (University of Science and Technology of China)Uniqueness of Fokker-Planck equations for spin lattice systems
  • 15:45-16:00 Tea time
  • 16:00-16:45 Jiazu Zhou (Southwestern University)Introduction to integral geometry and geometric probability

November 7, Wednesday

  • 9:00-9:45 Terry Lyons (Oxford University)TBA
  • 9:45-10:30 Ben Andrews (Tsinghua University and National Australia University)
    Log-concavity and the fundamental gap
  • 10:30-10:50 Tea time
  • 10:50-11:35 Fengyu Wang (Beijing Normal University)Generalized curvature condition for subelliptic diffusion processes
  • 11:35-14:00 Lunch
  • 14:00-14:45 Lixin Zhang (Zhejiang University)Response-adaptive designs: from intuitive model to the asymptotically best one
  • 14:45-15:15 Shunxiang Ouyang (Bielefeld University)Heat kernel estimates with singular drift and isoperimetric inequalities
  • 15:15-15:45 J. Tsai (University of Hong Kong)Conformal invariance of the exploration path in 2-d critical bond percolation inthe square lattice (joint work with S.C.P. Yam and Zhou Wang).
  • 15:45-16:00 Tea time
  • 16:00-16:45 Mingyu Xu (Academy of Mathematices and Systems Science, CAS)Skorohod Equation and Reflected Backward SDE
  • 18:00-20:00 Banquet

November 8, Thursday

  • 9:00-9:45 Elton Hsu (Northwestern University)Maximal coupling of Brownian motion and mass transportation
  • 9:45-10:30 Dayue Chen (Peking University)TBA
  • 10:30-10:50 Tea time
  • 10:50-11:35 Motoko Kotani (Tohoku University)A mathematical challenge to materials science
  • 11:35-14:00 Lunch
  • 14:00-18:00 Free afternoon

November 9, Friday

  • 9:00-9:45 Kazuhiro Kuwae (Kumamoto University)Analytic characterizations of gaugeability for generalized Feynman-Kac functionals
  • 9:45-10:30 Fuqing Gao (Wuhan University)Berry-Esseen bounds for additive functionals of the simple exclusion process
  • 10:30-10:50 Tea time
  • 10:50-11:35 Litan Yan (Donghua University)TBA
  • 11:35-14:00 Lunch
  • 14:00-14:30 Jieming Wang (Beijing Institute of Technology)Martingale Problems for Switched Processes
  • 14:30-15:00 Jinping Zhang (North China Electricity Power University)Set-valued stochastic integrals with respect to Poisson processes in a Banach space
  • 15:00-15:45 Zhao Dong (Academy of Mathematices and Systems Science, CAS)Malliavin matrix of degenerate PDE and gradient estimates
  • 15:45-16:00 Closing Speech by Fu-Zhou Gong

 

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