George Papanicolaou
Department of Mathematics, Stanford University

The asymptotics of stochastic differential equations, as well as their numerical computation and simulation, are important in many real-world problems. I will present an exposition of the mathematical problems that arise in imaging and communications in random media, and the way that they influence, and have been influenced by, stochastic analysis. I will explain the nature of this connection and its scope, how it has evolved historically and how it is used in some recent applications in radar and sonar that involve time-reversed signals.