14th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis

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

  • Theory of Rough Paths

  • McKean Vlasov Theory

  • Rough paths, Signatures and Data Science

  • Numerical Analysis / Control Theory

  • Mathematical Finance

  • SPDEs and Regularity Structures

  • Further Topics in Stochastic Analysis

Programme

There will be invited talks only. All talks will be hosted on Zoom.

Supporting Institutions 

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

Participants

Andrew Allan (ETH Zürich)
Peter Bank (Technische Universität Berlin)
Nikolay Barashkov (University of Bonn)
Clayton Barnes (Technion-Israel Institute of Technology)
Dirk Becherer (Humboldt University Berlin)
Florian Bechtold (Sorbonne Université)
Christoph Belak (Technische Universität Berlin)
Carlo Bellingeri (Technische Universität Berlin)
Patric Bonnier (University of Oxford)
Youness Boutaib (RWTH Aachen)
Simon Breneis (WIAS Berlin)
Oleg Butkovsky (WIAS Berlin)
Bingguang Chen (Bielefeld University)
Hong-Bin Chen (NYU)
Henry Chiu (Imperial College London)
Michele Coghi (Technische Universität Berlin)
Francesco Cosentino (University of Oxford)
Robert Crowell (ETH Zürich)
Lancelot Da Costa (Imperial College London)
Konstantinos  Dareiotis (University of Leeds)
Purba Das (University of Oxford)
Loiseaux David (ENS Rennes & Université Paris-Saclay)
Robert Denkert (Humboldt University Berlin)
Joscha Diehl (University of Greifswald)
Ana Djurdjevac (Freie Universität Berlin)
Henri Elad Altman (Imperial College London)
Sebastian Ertel (Technische Universität Berlin)
Hugo Eulry (Université de Rennes 1)
Eliana Fausti (University of Oxford)
Benjamin Fehrman (University of Oxford)
Philipp Forstner (Technische Universität Berlin)
James Foster (University of Oxford)
Lucio Galeati (University of Bonn)
Paul Gassiat (Universite Paris-Dauphine)
Sascha Robert Gaudlitz (Humboldt University Berlin)
Mate Gerencser (TU Wien)
NIcolas Gilliers (NTNU, Trondheim)
Lukas Gräfner (Humboldt University Berlin)
Emanuela Gussetti (Universität Bielefeld)
Paul Hager (Technische Universität Berlin)
Fabian Harang (University of Oslo)
Tsui Ho Lung (University of Oxford)
Antoine Hocquet (Technische Universität Berlin)
Dave Jacobi (Technische Universität Berlin)
Likai Jiao (Humboldt University Berlin)
Benjamin Joseph (University of Oxford)
Oscar Junge (Humboldt University Berlin)
Hannes Kern (Technische Universität Berlin)
Patrick Kidger (University of Oxford)
Tom Klose (Technische Universität Berlin)
Laura Koerber (Technische Universität Berlin)
Helena Katharina Kremp (Freie Universität Berlin)
Oana  Lang  (Imperial College London)
Theresa Lange (Technical University Berlin)
Khoa Le (Technische Universität Berlin)
David Lee (LPSM)
Jiawei Li (Carnegie Mellon University )
Chengcheng Ling (Technische Universität Berlin)
Chong Liu (University of Oxford)
Mądry Łukasz (Universite Paris-Dauphine)
Vlad Margarint (NYU Shanghai)
Toyomu Matsuda (Freie Universität Berlin)
Mario Maurelli (Università degli Studi di Milano)
Avi Mayorcas (University of Oxford)
Ghani Mazyar (Technische Universität Berlin)
Alexander Merkel (Technische Universität Berlin)
Remy Messadene (Imperial College London)
Laszlo Mikolas (University of Oxford)
Cecilia Mondaini (Drexel University)
Antoine Mouzard (University of Rennes)
Alexandra Neamtu (Bielefeld University)
Vahagn Nersesyan (University of Versailles)
Florian Nie (Technische Universität Berlin)
Torstein Nilssen (University of Agder)
Chanwoo Oh (Technion-Israel Institute of Technology)
Tal Orenshtein (TU & WIAS Berlin)
Salvador Ortiz-Latorre (University of Oslo)
Milan Pache (University of Oxford)
Alexandre Pannier (Imperial College London)
Gregor Pasemann (Technische Universität Berlin)
Nicolas Perkowski (Freie Universität Berlin)
Benedikt Petko (Imperial College London)
Paolo Pigato (University of Rome Tor Vergata)
Rosa Preiß (Technische Universität Berlin)
David Proemel (University of Mannheim)
Alexandra Quitmann (WIAS Berlin)
Nimit Rana (Bielefeld University)
Emanuel Rapsch (Technische Universität Berlin)
Martin Redmann (Martin Luther University of Halle-Wittenberg)
Sebastian Riedel (Technische Universität Berlin)
Marco Romito (Università di Pisa)
Paul Rosa (ENS Rennes/ENS Lyon)
William Salkeld (Universite Cote d'Azur)
Leandro Sánchez-Betancourt (University of Oxford)
Isao Sauzedde (LPSM)
Alexander Schell  (University of Oxford)
Alexander Schmeding (Nord University)
John Schoenmakers (WIAS Berlin)
Benjamin Seeger (Collège de France & Université Paris-Dauphine )
Alexander Shaposhnikov (Steklov Mathematical Institute of Russian Academy of Sciences)
Harprit Singh (Imperial College London)
Konstantins Starovoitovs (Humboldt University Berlin)
Oliver Street (Imperial College London)
Zhenyao Sun (Technion-Israel Institute of Technology)
Jonathan Tam (University of Oxford)
Nikolas Tapia (TU & WIAS Berlin)
András Tóbiás (Technische Universität Berlin)
Csaba Toth (University of Oxford)
Willem van Zuijlen (WIAS Berlin)
Emanuele Verri (University of Greifswald)
Weile Weng (Technische Universität Berlin)
Lukas Wessels (Technische Universität Berlin)
Johannes Wiesel (University of Oxford)
Yue Wu (University of Oxford)
Jiaming Xia (University of Pennsylvania)
Wei Xiong (University of Oxford)
Lihu Xu (University of Macau)
Lifan Xuan (Imperial College London)
Huanyu Yang (Freie Universität Berlin)
Yizheng Yuan (Technische Universität Berlin)
Immanuel Zachhuber (Freie Universität Berlin)
Xianliang Zhao (Bielefeld University)
Rongchan Zhu (Beijing Institute of Technology)
Xiangchan Zhu (Chinese Academy of Science)
Wang Ziheng (University of Oxford)
Pavel Zorin-Kranich (University of Bonn)