This is a proposal on conference for asymptotic analysis in stochastic processes, nonparametric estimation, and related fields. The proposal presents a concerted effort of researchers from multiple institutions to assemble an impressive list of invited speakers, who are renowned leaders in the fields of probability theory, stochastic processes, stochastic differential equations, as well as in the nonparametric estimation theory, and related fields. Their works have stimulated much of subsequent progress in these fields. In addition, a number of invited speakers were early developers of the fields of probability and stochastic processes, establishing the foundation of contemporary probability theory. The conference focuses on stochastic systems. The main theme is asymptotic stochastic analysis, which is a powerful tool for studying stochastic processes and nonparametric estimation problems. Leading experts around the globe will present state-of-the-art results on such topics as stochastic ordinary and partial differential equations, large deviations, homogenization, asymptotic methods in nonparametric inference, the interplay between stochastic differential equations and nonlinear partial differential equations, and stochastic control and numerical methods. Not only will the conference further our understanding in stochastic processes and nonparametric methods, but also it will be a trend setting event, leading to an acceleration of research efforts, and making broader impacts on mathematics, education, and different branches of science and engineering as a whole.

In the new era of global economy, any scientific innovation will add to the national competitiveness. The asymptotic analysis in stochastic processes and nonparametric estimation extends in many areas of human endeavor, and it is a very powerful mathematical tool for solving many complex problems arising from engineering and sciences. In recent years, research in these areas has witnessed a tremendous progress, which has resulted in a significant impact on mathematics, physical, social and biological sciences, as well as on engineering and technology. The rapid progress has necessitated fast and timely communications among researchers in the field. The proposal aims at bring leading experts in the areas together to exchange ideas, to interact with young researchers, and to update the most recent progress. The proposal presents a concerted effort by researchers from multiple institutions to assemble an impressive list of invited speakers, who are renowned leaders in the fields of probability theory, stochastic processes, stochastic differential equations, as well as in the nonparametric estimation theory, and related fields. Their important scientific contributions have stimulated much of subsequent progress in these fields. In addition, a number of invited speakers were early developers of the fields of probability and stochastic processes, establishing the mathematical foundation of contemporary probability theory and its applications. Special emphasis will be given to encourage broad participation, which is important to the diversification of the research community. The organizing committee will make every effort to promote the participation of junior researchers, graduate students, and researchers from under-represented groups. Not only will the conference further our understanding in stochastic processes and nonparametric statistical methods, but also it will be a trend-setting event, leading to an acceleration of research efforts, and making broader impacts on mathematics and applications, education, and different branches of science and engineering as a whole.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Type
Standard Grant (Standard)
Application #
0600537
Program Officer
Tomek Bartoszynski
Project Start
Project End
Budget Start
2006-06-15
Budget End
2008-05-31
Support Year
Fiscal Year
2006
Total Cost
$16,000
Indirect Cost
Name
Wayne State University
Department
Type
DUNS #
City
Detroit
State
MI
Country
United States
Zip Code
48202