## Abstract:

The format
for this conference includes 10 lectures delivered over 5 days by David
Nualart, Professor at Kansas University, well known for his world-class
work in stochastic analysis and Malliavin calculus; 4 invited 50-minute talks,
one poster session for graduate students and postdocs, and plenty of coffee
breaks
for discussions.

The Malliavin calculus, or stochastic calculus of variations, is
an infinite-dimensional differential calculus on the Wiener space,
investigating the structure and regularity of Wiener
functionals. The purpose of the lectures delivered during this conference
is to present the main properties of
Malliavin calculus, including its application to the proof of
H\"ormander's theorem, to discuss in detail its connection with the
anticipating stochastic calculus, and to present several of its
applications to diffusion theory,
financial mathematics, stochastic control, portfolio
optimization, queueing, and mathematical physics. These fields of research
provide a real input to the development of new tools in Malliavin calculus.
The conference will provide evidence to the participants that the interaction
between Probability and Applied Mathematics is bidirectional: beyond
receiving answers to
its questions, Applied Mathematics provides great research problems for
probability theory, stochastic analysis and Malliavin calculus,
motivates the development of new mathematical tools
of intrinsic interest, and improves the image of Mathematics with the general
non-scientific public. It is the goal of this conference to expose
active and beginning researchers to this exciting field.