8th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis


at Mathematical Institute, University of Oxford, Dec 14-16, 2017

There is no registration, participation is free for academics and practitioners.

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 highdimensional data.

Scientific Board

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

Youness Boutaib (TU Berlin and U Potsdam)

David Proemel (Oxford University)

Imanol Perez (Oxford University)

Vlad Margarint (Oxford University)

 

Topics include

Nonlinear stochastic partial differential equations
Regularity structures
Expected signatures
Stochastic Loewner Evolution
Statistics and machine learning
Gaussian rough path analysis
Numerical analysis for stochastic and rough differential equations

Program:

File Schedule.xlsx

Directions for the Conference dinner: 

File Directions.docx

List of participants:

Andrew ALLAN 

Youness BOUTAIB 

Oleg BUTKOVSKY

Ilya CHEVYREV

Antoine HOCQUET 

Vlad MARGARINT

Augustin MOINAT

Sina NEJAD 

Hao NI

Torstein NILSSEN 

Harald OBERHAUSER 

Imanol PEREZ

David PRÖMEL 

Jeremy REIZENSTEIN 

Sebastian RIEDEL 

Tommaso ROSATI 

Huy TRAN

Weiye YANG 

Jasdeep KALSI 

Mario MAURELLI 

Jonathan CHETWYND-DIGGLE 

Daniel WILSON-NUNN 

Giuseppe CANNIZZARO 

Gunaratnam TRISHEN 

Chong LIU 

Jacek KIEDROWSKI 

Pavlos TSATSOULIS

Khoa LE 

Riccardo PASSEGERRI

Yvain BRUNED

Blanka HORVATH

Thomas CASS

Horatio BOEDIHARDJO

Paolo GRAZIESCHI

William SALKELD 

Tom KLOSE

Claudio BELLANI

Andris GERASIMOVICS

Philipp SCHOENBAUER