14th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis

Rough Path Analysis and its applications in Applied Stochastic Analysis

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10-12 Feb
Mathematical Institute, University of Oxford

 

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Overview

The workshop will focus on Rough Path Analysis and its rapidly growing applications in Applied Stochastic Analysis, ranging from the resolution of ill-posed stochastic partial differential equations to new ways of handling high dimensional data.

Scientific Board

  • Terry Lyons (University of Oxford)
  • Peter Friz (TU and WIAS Berlin)

Organisers

  • Satoshi Hayakawa (University of Oxford)
  • Philipp Jettkant (University of Oxford)
  • Christina Zou (University of Oxford)

Topics include:

  • Theory of Rough Paths
  • McKean Vlasov Theory
  • Rough paths, Signatures and Data Science
  • Numerical Analysis / Control Theory
  • Stochastic Finance
  • SPDEs and Regularity Structures
  • Further Topics in Stochastic Analysis

 

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