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Stochastic Filtering and Control Workshop

August 20-22, University of Warwick  

Advances in probability theory, the increase in computer power that made new computational algorithms possible and important modern applications from statistical signal processing, engineering and mathematical finance have renewed interest in the fields of stochastic filtering and stochastic control. During the last few years, there has been important progress in both their theory and practice.

We aim to bring together leading researchers working on different aspects of these fields – theory, algorithms or applications – and from both fields of stochastic filtering and stochastic control, which are closely related (for example, in control of partially observed processes). We hope that this will give a fuller picture of the progress that has been made and the challenges that still lie ahead. We believe that there is a significant opportunity for cross-fertilization between the different areas. Finally we would like to thank EPSRC for their financial support.

Invited Speakers: P.Bank (Columbia University, USA), P.Chigansky (Weizmann Institute, Israel), D.Crisan (Imperial College, UK), P.Del Moral (University of Nice, France), I.Gyongy (Edinburgh, UK), I.Karatzas (Columbia University, USA), T.Lyons (Oxford University, UK), F.Legland (INRIA, France), B.Oksendal (Oslo, Norway), H.Pham (Paris VII, France), B.Rozovsky (Brown University, USA), S.Rybenthaler (University of Nice, France), A.N.Shiryaev (Moscow State University, Russia), R.Stockbridge (UWM, USA), W.Stannat (TU Darmstadt, Germany), P.Vassiliou (University of Thessaloniki, Greece), A.Veretennikov (University of Leeds, UK), M.Zervos (LSE, UK)

Sponsors: EPSRC

Where? Lecture theatre MS.03 in the Math/Stats building.

Programme

Travel Information

Accomodation

Organisers: Anastasia Papavasiliou, Sigurd Assing, Saul Jacka