New Trends in Stochastic Analysis

This workshop was followed by a symposium held with the Mathematical Research Centre of the University of Warwick from September 28 to October 27. In these meetings, several of the directions that stochastic analysis is taking were discussed, ranging from analysis on fractals to analysis on loop spaces. This volume contains articles by 15 participants, reflecting this range of topics. Amongst the topics discussed were: Sobolev and logarithmic Sobolev inequalities for Markov semigroups, asymptotics for heat equations on the exterior of convex domains, 2D stochastic Ising models, reaction diffusion equations with noise and new approaches to infinite dimensional stochastic analysis including a Malliavin type calculus for equations driven by "rough signals".