Fri, 30 Oct 2026
14:00
L5

TBC

Kang Li
(Lund University)
Abstract

to follow

Thu, 05 Nov 2026

16:00 - 17:00
L5

TBA

Konrad Mueller
(Dept of Mathematics Imperial College London)
Abstract

TBA

Thu, 22 Oct 2026

16:00 - 17:00
L5

Universal approximation with signatures of non-geometric rough paths

Mihriban Ceylan
(Mannheim University)
Abstract

Recently, data-driven methods based on path signatures have gained prominence in mathematical finance. They rely on universal approximation theorems stating that continuous functionals on path space can be approximated uniformly on compact sets by linear functionals of the signature. In financial applications, this has led to the use of Stratonovich-signatures, although Itô integration is often the natural modeling framework.

In this talk, we establish a universality result for signatures of non-geometric rough paths. By augmenting the path with its rough path bracket, we obtain a quasi-shuffle structure that provides the algebraic basis for universality. For continuous semimartingales, this yields a universal approximation property for Itô signatures.

This talk is based on joint work with A. P. Kwossek and D. J. Prömel.

Kit Gallagher was a DPhil student here in Oxford Mathematics before going across the pond as Schmidt Science Fellow at Harvard Medical School.

DYSANOS Generative Dynamic Smooth Arbitrage-free Non-parametric Option Surfaces
Buehler, H Horvath, B Kratsios, A (12 Aug 2026)
A Reduction Over Finite Fields of the Tame Local Langlands Correspondence for SLN
Collacciani, E International Mathematics Research Notices volume 2025 issue 20 (22 Oct 2025)
The versatility of the Drinfeld double of a finite group
Carnovale, G Ciccoli, N Collacciani, E Indagationes Mathematicae volume 36 issue 6 1600-1627 (Nov 2025)

One of our funders, QRT, is offering funding for Master's students, DPhils and Postdocs to attend the AI and neuroscience conference NeurIPS 2026 in Sydney, Australia from 6-12 December 2026.

Full details

Image: Augustus Leopold Egg - The Traveling Companions

Mon, 07 Jun 2027

14:00 - 15:00
Lecture Room 3

To be announced

Professor Julie Delon
(École Normale Supérieure - PSL - Université Paris Cité)
Abstract

TBA

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