Details of Grant 

EPSRC Reference:	EP/E023126/1
Title:	Stochastic Analysis, Stochastic Differential Geometry and Applications
Principal Investigator:	Truman, Professor A
Other Investigators:	Davies, Dr IM
Researcher Co-Investigators:
Project Partners:
Department:	College of Science
Organisation:	Swansea University
Scheme:	Standard Research
Starts:	01 January 2007	Ends:	30 June 2008	Value (£):	16,435
EPSRC Research Topic Classifications:	Mathematical Analysis
EPSRC Industrial Sector Classifications:	No relevance to Underpinning Sectors
Related Grants:
Panel History:
Summary on Grant Application Form
We propose to hold a short but intensive research workshop on Stochastic Analysis, Stochastic Differential Geometry and Applications between 19th April and 21st April 2007, a satellite meeting to the British Mathematical Colloquium 2007 (University of Wales Swansea, 16th to 19th April 2007). The scientific organising committee for the research workshop has international strength and breadth and we are delighted that both Prof H P McKean and Prof D W Stroock have agreed already to speak at the workshop.The University of Wales Swansea has a strong research group in stochastic analysis (and applied probability) with a good tradition of mounting successful research workshops in areas related to stochastic analysis. Over the past five years we have held six such workshops, ranging in duration from a couple of days to a full week.It is worth emphasising that stochastic analysis is finally being recognised as a crucial component in the study of many science and engineering problems. This is true especially in problems related to material properties and environmental systems. The Department of Mathematics, University of Wales Swansea, has a history of being proactive in encouraging collaborations with the more mathematical and computational engineers based in the School of Engineering, University of Wales Swansea. The IRIMA initiative and the current Reconfiguration and Collaboration bid for a Welsh Institute of Mathematics and Computational Sciences (WIMCS) to HEFCW are evidence of our interest in and continuing commitment to this theme.We have an excellent list of provisional speakers, suggested by the scientific organising committee, and a good number of these have already expressed their intention to participate in the research workshop. The scientific organising committee has suggested considerably more speakers than the total number of possible slots in the programme and so we are confident that we will be able to give the participants a good coverage of many of the current areas of heightened research activity in stochastic analysis.The UK has an internationally respected research base in stochastic analysis and there are a good number of UK based PhD students receiving supervision in the field at present. Indeed, our recent experience in hosting the EPSRC/LMS short course Topics on Stochastic Processes in 2005 leads us to believe that we will easily attract between ten and fifteen PhD students or post-doctoral researchers to the workshop. We view the participation of the next generation of researchers to be crucial to the success of the workshop and we will be predisposed to supporting such younger researchers.In line with our regular practice we plan to publish a proceedings of the workshop so as to quickly disseminate the content of the talks and subsequent research collaborations to the wider community, both national and international.
Key Findings
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Organisation Website:	http://www.swan.ac.uk