CONFERENCE ORGANIZATION

Organized by

Eötvös Loránd University, Budapest

Kossuth Lajos University, Debrecen

Sponsored by

Hungarian Regional Affiliate of the Bernoulli Society

Co-sponsored by

International Executive Committee of the Bernoulli Society

European Regional Committee of the Bernoulli Society

PROGRAM COMMITTEE MEMBERS

International Programme Committee: T&B.Duncan, USA T.Funaki, Japan T.Hida, Japan G.Kallianpur, USA A.Lindquist, Sweden D.Nualart, Spain R.Ober, USA E.Pardoux, France G.Picci, Italy T.SubbaRao, Great Britain J.Rissanen, USA-Finland M.Zakai, Israel.

National Organizing and Programme Committee: I.Csiszár (Chairman) Gy.Michaletzky (Co-chairman) L.Márkus (Secretary) M.Arató I.Berkes J.Fritz L.Gerencsér I.Gyöngy P.Major Gy.Molnárka T.F.Móri Gy.Terdik

CONFERENCE CONTRIBUTORS

Hungarian Academy of Sciences

National Foundation for Scientific Research

Catching up with European Higher Education Fund

GARDENIA Lace Curtain Factory Plc.

CONFERENCE SECRETARIAT

The core of the conference will consist of the invited lectures. The (almost) final list of the invited speakers can be found in the Preliminary Program. Invited lectures will be presented in plenary sessions. The contributed papers will be presented in two parallel sessions. The first session is devoted to various problems of stochastic partial differential equations (SPDE) and related random fields. The second session is about discrete and continuous time parameter ARMA processes and stochastic differential equations in general.

FINAL ROGRAM

The conference starts Wednesday morning at 10 o'clock and will last through Saturday noon. Two invited lectures will be delivered during both the morning and afternoon sessions, and the rest of the time is for contributed talks.

Would technical reasons occur the program may slightly be changed.

Plenary Session, Room A

10.00 SOME ESTIMATION PROBLEMS FOR SDE

Khasminskii, R. Z.(USA)

10.50-11.10 Coffee break

11.10 DEGREE THEORY ON WIENER-SPACE AND AN APPLICATION TO CERTAIN SPDE'S

Zakai, M. (Israel)

12.00 RATE OF CONVERGENCE OF A SIMULTANEOUS PERTURBATION STOCHASTIC APPROXIMATIONS METHOD FOR FUNCTION MINIMIZATION

Gerencsér, L. (Hungary)

12.20-14.30 Lunch

14.30 INTERFACE DYNAMICS FROM STOCHASTIC REACTION-DIFFUSION EQUATION AND EFFECTIVE GL MODEL

Funaki, T . (Japan)

15.20 A NEW FORMULATION OF STOCHASTIC MECHANICS

Pavon, M. (Italy)

16.10-16.30 Coffee break

Plenary Session, Room A

09.00 ANTICIPATING STOCHASTIC DIFFERENTIAL EQUATIONS

Nualart, D. (Spain)

09.50 LATTICE APPROXIMATIONS FOR STOCHASTIC QUASI-LINEAR PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY SPACE-TIME WHITE NOISE

Gyöngy, I. (UK)

10.40-11.00 Coffe break

12.20-14.30 Lunch

14.30 FROM DIRICHLET FORMS TO SKOROHOD EQUATIONS

Fukushima, M. (Japan)

15.20 THE PARAMETRIZATION OF LINEAR SYSTEMS USING BALANCED REALIZATIONS

Ober, R. (USA)

16.10-16.30 Coffee break

Plenary Session, Room A

09.00 STATISTICAL ANALYSIS OF NONLINEAR AND NONSTATIONARY TIME

SERIES

SubbaRao, T. (U.K.)

09.50 STOCHASTIC REALIZATION AND SYSTEM IDENTIFICATION

Picci, G. (Italy)

10.40-11.00 Coffee break

11.00 ON RATIONAL COVARIANCE EXTENSION PROBLEM

Lindquist, A. (Sweden)

11.50 ON THE FISHER'S INFORMATION MATRIX OF STATIONARY ARMAX PROCESSES

Spreij, P. (The Netherlands)

12.00-14.30 Lunch

14.30 SHORT TIME ASYMPTOTICS OF STOCHASTIC FLOWS DRIVEN BY STABLE LÉVY PROCESSES

Kunita, H. (Japan)

Plenary Session, Room A

09.00 ERGODIC CONTROL OF SOME SEMILINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

Duncan, T., Duncan, B. (USA)

09.50 NON-ISOTROPIC ORNSTEIN-UHLENBECK PROCESS AND WHITE NOISE ANALYSIS

Kubo, I. (Japan)

10.40-11.00 Coffee break

VENUE

Széchenyi István College (Széchenyi István Fõiskola)

Gyõr, Hédervári út 3

phone: from abroad: (+36-96)-427-922

from Hungary: ( 06-96)-427-922

All lecture rooms will have blackboard and overhead projector.

LANGUAGE

The official language of the conference is English.

SOCIAL EVENTS

Welcome Party

Wednesday, August 21 from 18.00-

A golden opportunity to meet old friends and make new ones from all over the world.

Gala Dinner

Friday, August 23 from 19.00-

All participants and their accompanying guests are kindly invited. Fabulous cuisine and Hungarian wines will entertain the guests.

Excursion

An optional excursion to the 950 years old neighbouring Benedictian monastery of Pannonhalma is possible Saturday afternoon. Further details (travel, price, program) will be given upon arrival.

Please indicate your interest in participation on the Registration Form.

MEALS

Breakfast and a’la cart lunch are available in the canteen. (Breakfast is approx. 200 HUF, lunch is approx. 300-500 HUF)

A number of restaurants near the Campus offer good meals at reasonable prices.

CURRENCY

In Hungary the local currency is the Hungarian Forint (HUF). Though the forint became convertible, there still exists a black market for exchange but the exchange rate is almost the same as in banks and because of probable cheating we DISCOURAGE everybody from exchanging money on the black market. Please note that the banks are usually open only in the morning and early afternoon hours, and hotels and exchange offices operating 24 hours a day offer worse rates. It is best therefore if you change some money at the airport or railway station upon arrival. Please note that 20th August is also a bank holiday.

International credit cards can be used for payment in most hotels, restaurants and some shops.

WEATHER

The weather in late August is mostly sunny, dry and warm. The average daily temperature is between 25oC-30oC (77oF - 86oF). However, occasional showers or short rainy periods and thunderstorms are also possible.

VOLTAGE

The electricity supply in Hungary is 220 V AC.

SHOPPING HOURS

Shopping hours are generally from 10.00 to 18.00 on weekdays, with shorter hours on Saturdays.

Attention!!

ENTRY VISA

Citizens of European countries (except of Albania) do not need visas to enter Hungary. Citizens of other countries may need one, and it can be obtained either at the local embassy or straight at the Hungarian border. (We suggest to contact your local consulate or travel agent).

Please note that you cannot get a visa on train.

ARRIVAL IN HUNGARY

by air

Hungary’s international airport is Budapest Ferihegy Airport with two terminals.

Transportation from the airport to Budapest

The Air Traffic and Airport Administration (abbreviated LRI in Hungarian) operates an express midibus service between the city centre (Budapest Erzsébet tér, bus terminal) and the air terminals in every 30 minutes from 6:00 A.M. to 10:00 P.M. Fare: 300 HUF (approx. 2 USD).You can buy your ticket on the bus.

Airport Minibuses operate between the terminals and any addresses in Budapest. Fare: 1.000 HUF (approx. 7 USD). Buy your ticket in the baggage reclaim area or at the LRI Airport Passenger Service desk located in the main passenger hall.

We suggest that you use these services (the Airport Minibus to Keleti pályaudvar railway station or any hotel in Budapest, or the midibus to Erzsébet tér, bus terminal), they are offered at reasonable prices and are much more reliable than taxis.

In case you prefer to take city transportation from the airport, you can take city bus No. 93 (the number on the bus is written in red) to the last stop. Change to the blue subway (Metro) and get off at the Deák tér station which has an entrance to Erzsébet tér.

Transportation in Budapest

The trams, subways, suburban trains and city buses operate with pre-purchased tickets. You can buy these tickets at ticket offices which usually can be found at the entrances of subway stations. Boarding the vehicles or entering the subway stations you must validate a ticket.

Getting to Gyõr from Budapest

by bus

Direct bus service operates to Gyõr from Erzsébet tér bus terminal (running time 1 hour 30 minutes).

Departures from Erzsébet tér:

6:30, 7:20, 8:00 A.M. ,

from 8:00 A.M. to 6:00 P.M. :every hour, and the last bus departs at 8.30 P.M.

by train

InterCity and express trains run from Budapest Eastern Railway Station (Keleti pályaudvar) to Gyõr

Departures (daily) from Budapest:

InterCity trains: 7:25, 11:25, 15:25, 19:25 (Seat reservation is obligatory. Running time 1 hour 35 minutes)

Express trains: 8:10, 10:10, 10:45, 12:00, 14:10, 16:10, 18:10

One way fare is 592 HUF (2nd class) or 888 HUF (1st class) InterCity seat reservation costs 200HUF. Tickets should be purchased in advance at the ticket offices. We recommend to use InterCity trains, their first stop is Gyõr , and passengers are informed in English as well.

Midibus Service terminal Budapest (Erzsébet tér) and Eastern Railway Station (Keleti Pályaudvar ) are linked by the M2 (red) metro line.

by car

From Budapest please follow the signs to the main motorway M1 and M7. Take these out of the city and follow M1 towards Wien and Gyor when M1 and M7 split just outside the city.

Drivers in Hungary are not permitted to drink alcoholic beverages at all. Fines are high and checks are frequent. Speed limits are 120 km/h on motorways, 80 km/h on other highways and 50 km/h within city limits/residential area. All seatbelts in the car should be used and once out of city limits, lights should be on even in daylight.

Getting straight to Gyõr

by bus

Direct bus service operates from Vienna to Gyõr-Budapest every morning and evening.

by train

International express trains stop in Gyõr.

by car

E60 (M1) highway links Vienna-Gyõr-Budapest. (Hegyeshalom is the border station). Between Hegyeshalom and Gyõr a toll of 1.000 HUF (approx. 7 USD) is to be paid. Traffic rules information see above.

Transportation in Gyõr

Széchenyi István College, Student hostel and Révész Panzió are reached by local bus (No. 11) from the Town-Hall (Városháza) at Aradi vértanúk útja (The bus-stop is just opposite the railway station and bus terminal).

The map (detailed) can be found in the Internet http://www.math.elte.hu/probability/csdde/gyor.tif

Because of the relatively short distances taxi can also be considered. Fare: approx. 400 HUF.

Bus transfer to Vienna

On August 25th special bus transport will be provided for the participants to the main World Congress site in Vienna. The bus departs at 10:00 A.M. from Hotel Révész and 10:15 A.M. from Student hostel. Rate: cca.10 USD/person (depending on the number of passangers).

Attention!! August 20 is National Day. All offices will be closed.

A Registration Form is enclosed. Please make sure that it is carefully completed and reaches the Conference Local Organization in Hungary.

Registration Fee:

Early registration (until June 30) USD 70

Late registration (after June 30) USD 90

The Registration Fee includes:

* participation in all conference sessions

* the Welcome Party (Wednesday, August 21)

* the Gala Dinner (Friday, August 23)

* coffee breaks

* conference materials (programme, abstract volume )

Accompanying Person’s Fee: USD 25

The accompanying person’s fee comprises:

* the Gala Dinner

ACCOMMODATION

Hotel Révész

Gyõr, Hédervári út 22.

30 USD/night (single), 35 USD/night (double)

(prices are per room and include breakfast and local tax)

Student hostel

Gyõr, Hédervári út 3.

16 USD/night (single), 16 USD/night (double)

(prices are per room and include local tax)

Please note:

* To benefit from the above rates, reservation and payments should be made through the Local Organization.

* Reservations will be made on a first-come, first-served basis.

CONFIRMATION OF REGISTRATION

A letter confirming conference registration and hotel accommodation will be sent to each participant upon receipt of the completed Registration Form and fees.

METHOD OF PAYMENT

Fees should be paid to the Conference Local Organization in USD.

Credit Cards

International Credit Cards (American Express, EuroCard/MasterCard and Visa) can be used for payment.

Bank transfer

The conference registration fee, accompanying person’s fee and hotel deposit should be sent to the following account of MTA SZTAKI:

Please make sure that your full name and „SDE-s Conference” is clearly indicated on all bank transfers and attach a copy of the remittance to the Registration Form.

Please note: Payments sent by bank transfer must be free of charges for the MTA SZTAKI.

On the spot payments

For on the spot payments, cash or credit cards (American Express, EuroCard/MasterCard or Visa) will be accepted.

CANCELLATION/REFUNDS

Registration cancelled in writing and received on or before August 10, 1996, will be refunded subject to a 20% administration charge. No fees will be refunded for cancellation requests received after August 10.

REGISTRATION AND INFORMATION DESK

The registration and information desk will be set up at the lecture rooms.

It will be open at the following times:

Wednesday 08.00-17.00

Thursday, Friday 08.30-17.00

Saturday 08.30-12.00