A one month course by Johel Beltrán, Pontificia Universidad Católica del Perú, with sessions Mon, Wed, Thu, from 14:00 to 16:00, February 18 to March 14 2019. Room 5.18, Mathematics Building on the IST Alameda campus.
The martingale problem is an important tool in probability theory introduced by Stroock and Varadhan as an approach to Markov processes. The purpose of this course is to present a detailed introduction to the martingale problem theory as well as a review of recent applications to the study of two different subjects:
- metastability of zero range processes and
- Kingman’s process as scaling limit for coalescing random walks.
Interestingly, they both will be tackled as instances of a more general problem: lumpability for Markov processes.
Sala P3.10, Pavilhão de Matemática, Instituto Superior Técnico
The IST Lectures on Algebraic Geometry and Physics started in 1999 and target the bridging of gaps between exciting new areas of Algebraic Geometry and Physics.
Advances in Applied Mathematical Analysis and Numerical Methods: Ten Years of CoLab
2018-11-05 — 2018-11-08
@ The University of Texas at Austin
The UT Austin | Portugal CoLab Program in Applied Mathematics has been running for 10 years now. It has been remarkably successful in promoting research collaboration and providing mobility opportunities for faculty members, as well as in hosting doctoral and post-doctoral students, especially in the field of applied PDEs. The meeting Advances in Applied Mathematical Analysis and Numerical Methods: Ten Years of CoLab brings together many of the researchers who have been directly or indirectly involved in the program, to report on recent achievements while paving the way for future collaborations. Topics covered range from the analysis of PDEs to more computational aspects and applications in Science and Engineering.
The ERC Synergy Grant 810573 ReNewQuantum - Recursive and Exact New Quantum Theory, which includes Professor Ricardo Schiappa, has been funded by the European Research Council with a € 10 000 000 grant.
The 2017 Research Report has been published.
See also the News Archive.