International Workshop on Stochastic Differential Delay Equations and Their Applications, 10-11 June 2013, at Strathclyde University, Glasgow, UK

In many applications, one assumes that the system under consideration is governed by a principle of causality; that is, the future state of the system is independent of the past states and is determined solely by the present (i.e. the Markov property). However, under closer scrutiny, it becomes apparent that the principle of causality is often only a first approximation to the true situation and that a more realistic model would include some of the past states of the system. Stochastic differential delay equations (SDDEs) give a mathematical formulation for such systems. In fact, the SDDEs have become more and more popular, not only because they useful in many branches of science and industry including finance, renewable energy, biology, ecosystems, but also present many challenges to mathematical research as well as provide mathematicians with a great opportunity to collaborate together with economists, engineers, ecologists, biologists. UK has several world leading groups in the field of SDDEs and their applications. This 2-day workshop is to bring researchers (mainly from UK) and their research students along with some international invited speakers together to promote, encourage, and influence more cooperation, and to bring together various disciplines e.g. theoretical, numerical and applied that attempt to understand SDDEs and solve practical problems. There will be 14 invited speakers giving 40-minute talks as well as a space of 20-minute talks and a poster section given by research students. There will also be spaces in the programme designed to encourage interaction between the attendees with the aim of promoting further collaborative research work.

Invited Speakers

  • Prof. N. Ford, Chester Univ, SDDEs and numerical analysis, accepted.
  • Dr. K. Liu, Liverpool Univ., SDDEs, accepted.
  • Dr. Yi Ming Lai, Strathclye Univ., Stochastic modelling, accepted.
  • Mr W. Liu, Strathclyde Univ., stochastic analysis, accepted.
  • Dr. M. Riedle, Kings College London., SDDEs, accepted.
  • Dr. S. Sabanis, Edinburgh Univ., stochastic analysis and financial mathematics, accepted.
  • Dr. L. Szpruch, Oxford Univ., numerical analysis and financial mathematics, accepted.
  • Dr. L. Xu, Brunel Univ., stochastic analysis, accepted.
  • Dr. W. Yang, Strathclyde Univ., stochastic analysis and financial mathematics, accepted.
  • Dr. C. Yuan, Swansea Univ, SDDEs, accepted.
  • Dr. J. Appleby, Dublin City Univ., Ireland, stochastic analysis, accepted.
  • Prof. T. Caraballo, Univ.of Sevilla, Spain, SDDEs, accepted.
  • Prof Uwe Kuchler, Humboldt Universitat zu Berlin, stochastic analysis, accepted.
  • Prof S. You, Donghua Univ China, stochastic analysis, accepted.
  • Prof W. Zheng, Fuzhou Univ China, financial mathematics, accepted.
  • Prof. A. Rodkina, University of the West Indies, Jamaica and Voronezh State University, Russia, stochastic analysis, accepted.

    Financial Support

    The Workshop is financially supported by London Mathematical Society, Edinburgh Mathematical Society and the University of Strathclyde.

    Registration

    The Workshop was very successful. In particular, the discussions during the Workshop resulted several new collaborations.