12th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis

In the Andrew Wiles Building, University of Oxford, December 4th - 6th 2019.

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)

Patric Bonnier (University of Oxford)

Carlo Bellingeri (TU Berlin)

Topics Include

  • Rough paths
  • Signatures in data science and deep learning
  • Stochastic (partial) differential equations
  • Regularity structures
  • Numerical methods in stochastic analysis
  • Markov processes and PDEs
  • Asymptotic properties of stochastic processes

Programme

There will be invited talks only. Schedule TBA 

Participants

Terry Lyons (Oxford)
Peter Friz (TU and WIAS Berlin)
Patric Bonnier (Oxford)
Imanol Perez Arribas (Oxford)
Patrick Kidger (Oxford)
Rosa Preiß (Technische Universität Berlin)
Avi Mayorcas (Oxford)
Weijun Xu (Oxford)
Zhongmin Qian (Oxford)
Benjamin Fehrman (Oxford)
Florian Bechtold (Sorbonne Université)
Foivos - Iordanis Katsetsiadis (Edinbugh)
Christina Zou (Oxford)
Eyal Neuman (Imperial)
Nikolas Tapia (WIAS/TU Berlin)
Oleg Butkovsky (TU Berlin)
Tommaso Cornelis Rosati (FU Berlin)
Carlo Bellingeri (TU Berlin)
William Salkeld (Edinburgh)
James Foster (Oxford)
Alexander Shaposhnikov (Bielefeld)
Francesco Cosentino (Oxford/The Alan Turing Institute)
Shujian Liao (University College London)
Mate Gerencser (IST Austria)
Renyuan Xu (Oxford)
Adeline Fermanian (Sorbonne University)
Stefano Bruno (University of Bath)
Paolo Grazieschi (University of Bath)
Remy Messadene (Imperial/Oxford)
So Takao (Imperial)
Willem van Zuijlen (WIAS Berlin)
Trishen Gunaratnam (Bath/Imperial)
David Lee (LPSM)
Helena Kremp (Freie Universität Berlin)
Horatio Boedihardjo (Reading)
Yihuang Zhang (Oxford)
Harprit Singh (Imperial)
Jonathan Tam (Oxford)
Julian Sieber (Imperial)
Terence Tsui (Oxford)
Armand Bernou (Sorbonne)
Zheneng Xie 
Federico Cornalba (IST Austria)
Alexandra Neamtu (TU Munich)
Hang Lou (UCL)
Nikolay Barashkov (IAM/HCM University of Bonn)
Immanuel Zachhuber (Bonn University)
Yvain Bruned (Edinburgh)
Mattia Turra (Universität Bonn)
Matteo Burzoni (Oxford)
Gabor Csaba Toth (Oxford)
Jean-David JACQUES (Sorbonne)
Blanka Horvath (King's College)

Location

The conference will be held in the Mathematical Institute, Andrew Wiles Building, Radcliffe Observatory Quarter, Woodstock Road, OX2 6GG. See Programme for more details.

Accommodation

Attendees are asked to organise their own accommodation.

Dinner

There will be a conference dinner at Branca on Thursday December 5th at 7pm.

Supporting Institutions

This meeting is generously supported by the European Research Council under the grant "DATASIG".