10th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis

At St Anne's College, University of Oxford, 29th of November to 1st of December 2018.

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)

Christina Zou (University of Oxford)
Patrick Kidger (University of Oxford)
Cristopher Salvi (University of Oxford)

Sebastian Riedel (TU Berlin)
Martina Hofmanova (TU Berlin)

Topics Include

  • Rough paths and the signature method
  • 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. A preliminary schedule can be found here: PDF icon Schedule_28Nov2018.pdf

Participants

Andrew Allan (University of Oxford)

Anna Ananova (imperial College London)

Oleg Butkovsky (TU Berlin)

Youness Boutaib (TU Berlin)

Horatio Boedihardjo (University of Reading)

Yvain Bruned (Imperial College London)

Ilya Chevyrev (University of Oxford)

Michele Coghi (WIAS Berlin)

Rama Cont (University of Oxford)

Joscha Diehl (MPI Leipzig)

Konstantinos Dareiotis (MPI Leipzig)

Henri Elad Altman (Sorbonne Université)

Benjamin Fehrman (University of Oxford)

James Foster (University of Oxford)

Mate Gerencser (IST Austria)

Trishen Gunaratnam (University of Bath)

Ben Hambly (University of Oxford)

Blanka Horvath (King's College)

Antoine Hocquet (TU Berlin)

Alexey Korepanov (University of Exeter)

Tom Klose (TU Berlin)

Jasdeep Kalsi (University of Oxford)

Khoa Le (Imperial College London)

Jiawei Li (University of Oxford)

Chong Liu (ETH Zurich)

Vlad Margarint (University of Oxford)

Avi Mayorcas (University of Oxford)

Vidit Nanda (University of Oxford)

Harald Oberhauser (University of Oxford)

Imanol Perez Arribas (University of Oxford)

David Prömel (University of Oxford)

Zhongmin Qian (University of Oxford)

Sebastian Riedel (TU Berlin)

William Salkeld (University of Edinburgh)

Andreas Sojmark (University of Oxford)

Nikolaos Souris (University of Reading)

Manuel Santos Gutiérrez (University of Reading)

Nikolas Tapia (Norwegian University of Science and Technology)

Daniel Wilson-Nunn (The Alan Turing Institute)

Yue Wu (University of Edinburgh)

Weijun Xu (University of Oxford)

Yizheng Yuan (TU Berlin)

Yufei Zhang (University of Oxford)

Willem van Zuijlen (WIAS Berlin)

Location

The conference will be held in Seminar Room 11 at St Anne’s College, 56 Woodstock Road, Oxford, OX2 6HS.

Accommodation

Attendees are asked to organise their own accommodation.

Supporting Institutions

This meeting is generously supported by the European Research Council under the European Union's Seventh Framework Programme (FP7/2007-2013) / ERC grant agreement no. 335421.