18th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis

Overview

This workshop will be held at Oxford on 4th-6th January 2024. The focus will be 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.

Registration Form:

To register, please complete the following Google Form by Friday 8th December:

https://docs.google.com/forms/d/15E89_lSDkdCrp_F_e3mySDY7y7Y24in2Rht59C6Ecvk/

Scientific Board

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

Organisers

Emilio Ferrucci (University of Oxford)
Lingyi Yang (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

The provisional schedule can be found attached below.

Participants

See programme.

Location

The conference will be held in the Mathematical Institute, Andrew Wiles Building, Radcliffe Observatory Quarter, Woodstock Road, Oxford, OX2 6GG.

Accommodation

Accommodation is not provided but there may be the option for participants to reserve rooms at St Anne's College for 3rd-5th January (subject to availability). Anyone who may require accommodation are asked to select the relevant option when registering.

Dinner

There will be a workshop dinner at St Anne's College on Friday 5th January.

Supporting Institutions

This meeting would like to thank DataSıg (support by the EPSRC under the grant EP/S026347/1).