This grant will use NSF funds to support the International Conference on Stochastic Analysis and Applications: From Mathematical Physics to Mathematical Finance, to be held at Princeton University on June 13-15, 2008. We anticipate between 15 and 25 talks by senior and junior scientists on the following topics: Random Schrödinger Operators, Wavelets and signal analysis, Stochastic ordinary and partial differential equations, Wave propagation in random media, Stochastic filtering, Mathematical Finance. These were inspired partly by the unique career trajectory of Rene Carmona, of Princeton University.
The organizers will encourage women and underrepresented minorities to participate in the conference. The results of the conference, including abstracts, presentations, and preprints, will be published online, and will address future directions of research in the field as perceived by the speakers. The conference will create an opportunity for the education of graduate students and beginning researchers by creating contacts, and inspiring and uncovering possible new research topics for them. It will aid in popularizing the idea that the interaction between theoretical and applied mathematics is bidirectional: beyond receiving answers to their applied questions, Finance, Statistical Physics, and other subjects provide great problems for probability theory and applied mathematics, motivate the development of new mathematical tools of intrinsic interest, and improve the image of Mathematics with the general non-scientific public.
