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Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-misc 2001-20
May 2001

Mini-proceedings: Workshop on Stochastic Partial Differential Equations

Statistical Issues and Applications


Michael Sørensen

Marianne Huebner


From the introduction:

The MaPhySto-workshop "Stochastic Partial Differential Equations - Statistical Issues and Applications" was held 4 - 6 January 2001 at the Department of Statistics and Operations Research, University of Copenhagen. The aim of the workshop was to identify promising research directions concerning statistical issues, including ill-posed problems, and to discuss where stochastic partial differential equations can fruitfully be applied. The focus was on applications in finance and hydrology. This booklet contains extended abstracts of the talks given at the workshop followed by the list of participants.

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