Berlin Mini-Workshop on Asymptotic Expansions in Applied Analysis and Stochastics 2011
at Weierstrass Institute, Berlin, October 10-11, 2011
There is no registration, participation is free for academics and practitioners.
Overview
Asymptotic expansions have been a common tool in many areas of modern applied mathematics. The workshop "Asymptotic Expansions in Applied Analysis and Stochastics" to be held at WIAS will bring together experts in a variety of fields to create a fertile ground for discussion and exchange of ideas.
Topics include
- Tail expansions for diffusion processes and solutions to Fokker-Planck equations
- Short time expansions in PDE/Markovian and non-Markovian models
- Large deviations and Laplace method on Wiener space
- Large strike expansions in stochastic volatility models
- Expansions in Fourier space
- Asymptotic expansions in phase transitions problems
Presentations
There will be invited talks only.
List of invited speakers
- F. Baudoin (Purdue, U.S.A.)
- J.-D. Deuschel (TU Berlin)
- W. Dreyer (WIAS Berlin)
- A. Gulisashvili (Ohio, U.S.A.)
- M. Herrmann (Saarbrücken)
- M. Keller-Ressel (TU Berlin)
- J. Schoenmakers (WIAS Berlin)
Location
The workshop takes place in the Erhard-Schmidt lecture room at Weierstrass Institute, Mohrenstrasse 39, 10117 Berlin, Germany.
Accomodation
Everyone is asked to arrange for his own accomodation.
Supporting Institutions
Weierstrass Institute for Applied Analysis and Stochastics, Leibniz Institute in Forschungsverbund Berlin e. V.
DFG Research Center Matheon
