20th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis

This workshop will be held at Oxford on 9th-11th December 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.

Terry Lyons (University of Oxford)

Peter Friz (TU and WIAS Berlin)

Alexandre Bloch (University of Oxford) (@email)

David McBride (University of Oxford) (@email)

Thomas Wagenhofer (TU Berlin) (@email)

Fabio Bugini (TU Berlin) (@email)

• 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

The programme can be found here:  Oxford_Berlin_Dec_2024__Copy_-3.pdf

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

All talks will be held in lecture theatre L5, located in the basement mezzanine level of the department.

Accommodation is not provided but there may be the option for participants to reserve rooms for 8th-10th December (subject to availability). Anyone who may require accommodation are asked to select the relevant option when registering.

There will be a workshop dinner on Tuesday 10th December (location TBD).

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