Navigate Up
Sign In
  • CRM
  • CRM
  • CRM
CRM > English > Activities > 2nd Barcelona Summer School on Stochastic Analysis
2nd Barcelona Summer School on Stochastic Analysis
Basic and last minute information

Dates: July 7 to 11, 2014

Location: Centre de Recerca Matemàtica​

Poster can be downloaded here

​Lecture Notes and abstracts

Lecture Notes for the course of Professor Davar Khoshnevisan (a copy of Prof. Khoshnevisan notes will be given to each participant during the first day of the course).

Background reading for the course of Professor Rene Schilling:

a) Backup for measure theory (if needed):

    R.L. Schilling: "Measures, Integrals, and Martingales." Cambridge University Press, Cambridge 2011.


b) Semigroups and Basics on Processes):

    R.L. Schilling, L. Partzsch: Brownian Motion. De Gruyter 2012, 2014.

(In particular Chapter 7)


c) Lévy-Type Processes:

    B. Böttcher, R.L. Schilling, J. Wang: Lévy Matters III - Lévy-Type

Processes: Construction, Approximation and Sample Path properties.

Springer 2014 (Lecture Notes in Math. vol. 2099)

All books have home-pages:


d) for a very rough outline (of some aspects, at least) the following survey paper is still ok (but superseded by Levy Matters III):


N. Jacob, R.L. Schilling: Lévy-type processes and pseudo differential operators. In: O. Barndorff-Nielsen, T. Mikosch and S. Resnick (eds.):

Lévy processes: theory and applications , Birkhäuser, Boston 2001, 139 -167.

Full-text link via the homepage:

Contributed talks

Contributed talks and posters booklet​


Daniel Conus

Daniel Hackmann

John Karlsson

Carlo Orrieri

Paolo Pigato

Maurizia Rossi

André Suess

Noèlia Viles

The Barcelona Summer School on Stochastic Analysis is a one-week scientific activity consisting mainly of courses addressed to PhD students and young researchers on current research topics in Stochastic Analysis. Selected participants are also given the opportunity to deliver short talks or to display posters.
The courses in 2014 are on Lévy processes and stochastic partial differential equations. A detailed description is given below.

The school is part of the activities of the Barcelona Graduate School in Mathematics.
The lectures will be delivered from Monday to Friday in two-hours sessions in the morning. Monday, Tuesday and Thursday afternoon will be devoted to contributed talks and poster sessions. On Wednesday afternoon a cultural and social event will be organized.
Course 1
Invariance and comparison results in stochastic partial differential equations
Davar Khoshnevisan, University of Utah, USA
Summary: In 1983, Funaki discovered the fact that a certain family of continuous – time interacting particle systems converge to the solution to a stochastic heat equation (the so called random string). The primary goal of this course is to prove a suitable generalization of this result, by way of a novel invariance principle, and then discover some of the consequences of such a generalization. One of the main applications is to establish tight moment estimates for the solution to a large family of “intermittent SPDEs”.
Course 2
From Lévy to Lévy-type processes: characterization, construction, properties
René Schilling, TU Dresden, Germany
Summary: Lévy-type processes are the next living relatives of Lévy processes; their relation is that of an elliptic diffusion to a Brownian motion. The purpose of the course is to introduce this class of jump processes and study them through the infinitesimal generator. As it turns out, Lévy-type processes are “locally Lévy” and share “locally” many properties with Lévy processes – but the methods to analyze them are completely different due to the lack of independence and stationariety.
Scientifc Committee
Dave Applebaum, University of Sheffield
Robert Dalang, École Polytechnique Fédérale de Lausanne
Marta Sanz-Solé, Universitat de Barcelona
Frederic Utzet, Universitat Autònoma de Barcelona
Organising Committee
Lluís Quer-Sardanyons, Universitat Autònoma de Barcelona
Marta Sanz-Solé, Universitat de Barcelona
Frederic Utzet, Universitat Autònoma de Barcelona
Josep Vives, Universitat de Barcelona
Registration includes: attendance to the courses, documentation package, one copy of the lecture notes of each course, lunch tickets, a guided tour to Barcelona, the social dinner, and the coffee breaks.

Registration fee: 180€​

Deadline for registration and payment: June 15, 2014

IMPORTANT: To register click on one of the Register buttons at the beginning or at the end of the page. ​ 
Financial Support
Financial support is addressed exclusively to PhD students and early post-docs.

Some grants to cover the registration fee will be available.

There will also be a limited number of grants to support the living expenses of some participants.

Applications will be open on February 1, 2014.

Applicants should submit the application form along with a curriculum vitae and a reference letter (for PhD students, preferably from the thesis advisor).

Deadline to apply: May 1, 2014

Application form (closed)

Resolutions will be communicated to applicants during the last week of May.

Contributed Talks and Poster presentation
Deadline for submission: May 31, 2014.
Successful contributors will be contacted by the organization of the event in June.

Application form

For other lodging suggestions in the area please click here​

For off-campus accommodation click here​

Contact information
If you have any questions please contact:

Nuria Hernandez (

Acknowledgements: This course has been supported by the MINECO (MTM2012-31192 and MTM2012-33937),  and the Generalitat de Catalunya (2009-SGR360 and  2014-SGR422)