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Profile
| Academic position | Full Professor |
|---|---|
| Research fields | Stochastics, Probability Theory,Analysis, Differential Equations |
| Keywords | Diffusionsprozesse, invariante Maße, Übergangshalbgruppen, Regularität, Parameterabhängigkeit |
Current contact address
| Country | United States of America |
|---|---|
| City | Minneapolis |
| Institution | University of Minnesota |
| Institute | School of Mathematics |
Host during sponsorship
| Prof. Dr. Dr. Michael Röckner | Fakultät für Mathematik, Universität Bielefeld, Bielefeld |
|---|---|
| Prof. Dr. Dr. h.c. mult. Herbert Spohn | Fakultät für Mathematik / Zentrum Mathematik, Technische Universität München, München |
| Prof. Dr. Hans Föllmer | Institut für Mathematik, Humboldt-Universität zu Berlin, Berlin |
| Prof. Dr. Hermann Rost | Institut für Angewandte Mathematik, Ruprecht-Karls-Universität Heidelberg, Heidelberg |
| Start of initial sponsorship | 01/04/2002 |
Programme(s)
| 2001 | Humboldt Research Award Programme |
|---|
Nominator's project description
| Numerous processes in nature and engineering both on the macro- and microscopc level, can be exactly described by solutions of corresponding differential equations. Professor Nicolai Krylov has made ground breaking contributions to the mathematical analysis of such equations, in particular, those describing random phenomena. He is especially renowned for the development and successful application of methods based on deep probabilistic insight. His research project in Germany will be carried out jointly with Professor Michael Röckner at Bielefeld University and will focus on special properties of solutions to differential equations, such as their long-time behaviour. |