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Probabilistic methods for partial differential equations (School)

April 7-21, 2000

Marrakech, Morocco

Mathematics

Sponsor: CIMPA-UNSA-UNESCO
Homepage: http://www-mathdoc.ujf-grenoble.fr/CIMPA/
Email: cimpa@unice.fr

Organizers: Youssef Ouknine (Marrakech, Maroc), Etienne Pardoux (Marseille, France).

Description:
Superdiffusions, conditional diffusions and their relations to semilinear PDE's (Serguei Kuznetsov) Probabilistic interpretation and approximation of nonlinear equations from fluid dynamics (Sylvie Meleard). Backward stochastic differential equations and semilinear partial differential equations (Youssef Ouknine). Probabilistic methods for homogenization (Etienne Pardoux). Diffusion processes associated to quasilinear partial differential equations (Bernard Roynette).

Date received: January 03, 2000

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