The Barrett Lectures Series began in 1970 as a tribute to the memory of our distinguished scientist, John H. Barrett. They have been given annually since 1972 by a succession of distinguished lecturers on a topic selected by the Department of Mathematics each year. The 2009 Barrett Lectures will be in the area of Probability with ``Stochastic Analysis and Its Applications'' as its general theme. The lecturers will consist of two principle speakers (Professors Richard Bass and Ofer Zeitouni), who will present three one-hour lectures each; and five additional invited speakers (Professors Amarjit Budhiraja, Dan Crisan, Christian Houdre, Davar Khoshnevisan, and Wembo Li), who will give one hour-long lecture each. Further, about a dozen contributed talks of fifteen minutes each by junior researchers and graduate students will be given.
The scientific program of the Lecture Series will emphasize a selection of possible applications of stochastic analysis. Professor Bass proposes to lecture on potential theory and integro-differential equations while Professor Zeitouni intends to speak on problems in the study of random walks in random media. The one-hour speakers are expected to speak on filtering, stochastic partial differential equations driven by Levy processes, random polynomials, and other topics related to stochastic analysis and its applications. The main objective of the 2009-Barrett Lectures is to provide the participants the opportunity to gain a rapid and concise introduction to these rapidly developing fields of Stochastic Analysis and Its Applications through lectures and informal discussions.
