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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
The Barcelona Summer School on Stochastic Analysis is a one-week scientific activity consisting mainly of courses addressed to PhD students and yount 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 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
A limited number of grants to cover the registration fee will be available. These are exclusively devoted to PhD students and early post-docs.
Application for financial support will be open on February 1, 2014.
Applicants should submit the application forma long with a curriculum vitae and a recommendation letter (for PhD students, preferably from the thesis advisor).
Deadline to apply: May 1, 2014
There will probably be also the possibility to apply for financial support for travel expenses. Detailed information about this will be provided within the next months
Contributed Talks and Poster presentation
The period and procedure for submission of contributed talks and posters will be announced on this webpage in due time.
Deadline for submission: May 15, 2014.
Successful contributors will be contacted by the organization of the event in June.

For lodging in the area please click here

For off-campus accommodation click here
Contact information
If you have any questions please contact Consol Roca (