In 1997-98 there will be a year-long program
in Stochastic Analysis at the Mathematical
Sciences Research Institute (MSRI), Berkeley,
California, USA. In parallel with this,
in the Fall of 1997, there will be a
half-year program at MSRI in Harmonic
Analysis.

The MSRI Stochastic Analysis year will cover
a substantial cross-section of the work
being done in stochastic analysis,
and encompass a diversity of approaches.
The topics and order in which they will
be covered is given below. There will
some overlap
between consecutive topics. There will
also be three workshops,
as described below.

An organizing committee consisting of R. Banuelos,
S. Evans, P. Fitzsimmons,
E. Pardoux, D. Stroock, and R. Williams
will oversee the MSRI Stochastic
Analysis year program.
Cochairs of this committee
are S. Evans and R. Williams.

For updated information, click here.
In particular, application forms for general memberships
and postdoctoral fellowships are available at this site.
The deadline for applications is November 30, 1996.

** TOPICS FOR THE YEAR **

(Some introductory lectures will be
given at the beginning of each topic
period.)

** FALL 1997 **

T1. Stochastic partial differential equations
(includes measure valued processes)

September 2 to October 31, 97

Organizers: C. Mueller and E. Pardoux

T2. Infinite dimensional stochastic analysis (includes Malliavin
calculus)

October 6 through November 30, 1997

Organizers: D. Nualart and M. Sanz

T3. Dirichlet forms for finite and infinite dimensional analysis

October 27 to December 19, 1997

Organizers: P. Fitzsimmons and M.
Rockner

T4(a). Euclidean stochastic analysis

October 13--November 7, 1997

Organizer: K. Burdzy

** SPRING 1998 **

T4(b). Euclidean stochastic geometry

January 5-30, 1998

Organizer: R. Banuelos

T5. Geometric stochastic analysis

February 2-March 27, 1998

Organizers: M. Cranston and D.
Elworthy

T6. Fine properties of stochastic processes
(includes diffusions on fractals)

March 16-May 15, 98

Organizers: J. Rosen and M. Yor

** WORKSHOPS **

W1: WORKSHOP 1

Dates: September 15-19, 1997

Topic: Stochastic Partial Differential Equations (includes Measure Valued
Diffusions)

Organizers: C. Mueller, E. Pardoux, B. Rozovskii

W2: WORKSHOP 2

Dates: November 3-7, 1997

Topic: Infinite dimensional stochastic analysis (includes Malliavin
Calculus, Dirichlet forms)

Organizers: P. Fitzsimmons and D. Nualart

W3: WORKSHOP 3

Dates: March 23-27, 1998

Topic: Geometric stochastic analysis and fine properties of stochastic
processes

Organizers: D. Elworthy, J. F. Le Gall and J. Rosen

(Workshop 3 will stand in place of the Seminar on Stochastic
Processes in 1998)