Tuesday, May 20

10:00 AM-12:30 PM Ballroom II - Level B

Random Dynamical Systems

This minisymposium will focus on both theory and applications of random dynamical systems. During the past ten years there has been a great interest and real progress in stochastic bifurcation theory, stochastic normal form theory and control of stochastic systems. This progress in the theory has led to the development of reliable numerical algorithms for computing characteristic quantities in stochastic dynamical systems. The speakers in this minisymposium will address the theoretical developments in the area of stochastic bifurcations, stochastic functional equations, and random attractors; and the applications of random dynamical systems to engineering systems.

Organizer: N. Sri Namachchivaya
University of Illinois, Urbana

10:00 Bifurcation Theory for Stochastic Differential Equations
Peter H. Baxendale, University of Southern California
10:30 Random Attractors
Klaus Reiner Schenk-Hoppe, University of Bielefeld, Germany
11:00 Melnikov's Method for Random Differential Equations
Oliver Steinkamp, University of Bremen, Germany
11:30 Applications of Stochastic Calculus in Finance
Vincent Canale, Canadian Imperial Bank of Commerce, Canada

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TMP, 4/3/97
TJF, 4/15/97
MMD, 5/1/97