at Mathematical Institute, University of Oxford, Dec 14-16, 2017
There is no registration, participation is free for academics and practitioners.
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 highdimensional data.
Peter Friz (TU and WIAS Berlin)
Terry Lyons (Oxford University)
Youness Boutaib (TU Berlin and U Potsdam)
David Proemel (Oxford University)
Vlad Margarint (Oxford University)
Nonlinear stochastic partial differential equations
Stochastic Loewner Evolution
Statistics and machine learning
Gaussian rough path analysis
Numerical analysis for stochastic and rough differential equations
There will be invited talks only. Program TBA.
List of participants: