16th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis
University of Oxford Mathematical Institute, December 8th - 10th 2022.
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)
Martin Geller (University of Oxford)
Jason Rader (University of Oxford)
Philipp Forstner (TU Berlin)
Jason Toyomu Matsuda (FU Berlin)
Theory of Rough Paths
McKean Vlasov Theory
Rough paths, Signatures and Data Science
Numerical Analysis / Control Theory
SPDEs and Regularity Structures
Further Topics in Stochastic Analysis