On Zoom, February 10th - 12th 2021.
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.
Terry Lyons (University of Oxford)
Peter Friz (TU and WIAS Berlin)
Satoshi Hayakawa (University of Oxford)
Philipp Jettkant (University of Oxford)
Christina Zou (University of Oxford)
Data Science and Signatures
Algebraic Aspects of Signatures
SPDE and Particle Systems
Numerical methods for SDE
Further Topics in Stochastic Analysis
There will be invited talks only. All talks will be hosted on Zoom. Schedule is to be announced.
This meeting is supported by DataSıg (EPSRC EP/S026347/1).