On Zoom, February 10th - 12th 2021.

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

• Data Science and Signatures

• Algebraic Aspects of Signatures

• Singular SPDE

• SPDE and Particle Systems

• Rough Paths

• Numerical methods for SDE

• Further Topics in Stochastic Analysis

Programme

There will be invited talks only. All talks will be hosted on Zoom. Schedule is to be announced.

Participants

TBA

Supporting Institutions 

This meeting is supported by DataSıg (EPSRC EP/S026347/1).