8th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis
at Mathematical Institute, University of Oxford, Dec 14-16, 2017
There is no registration, participation is free for academics and practitioners.
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 highdimensional data.
Scientific Board
Peter Friz (TU and WIAS Berlin)
Terry Lyons (Oxford University)
Youness Boutaib (TU Berlin and U Potsdam)
David Proemel (Oxford University)
Imanol Perez (Oxford University)
Vlad Margarint (Oxford University)
Topics include
Nonlinear stochastic partial differential equations
Regularity structures
Expected signatures
Stochastic Loewner Evolution
Statistics and machine learning
Gaussian rough path analysis
Numerical analysis for stochastic and rough differential equations
Program:
Directions for the Conference dinner:
List of participants:
Andrew ALLAN
Youness BOUTAIB
Oleg BUTKOVSKY
Ilya CHEVYREV
Antoine HOCQUET
Vlad MARGARINT
Augustin MOINAT
Sina NEJAD
Hao NI
Danyu YANG
Torstein NILSSEN
Harald OBERHAUSER
Imanol PEREZ
David PRÖMEL
Jeremy REIZENSTEIN
Sebastian RIEDEL
Tommaso ROSATI
Huy TRAN
Weiye YANG
Jasdeep KALSI
Mario MAURELLI
Jonathan CHETWYND-DIGGLE
Daniel WILSON-NUNN
Giuseppe CANNIZZARO
Gunaratnam TRISHEN
Chong LIU
Jacek KIEDROWSKI
Pavlos TSATSOULIS
Khoa LE
Riccardo PASSEGERRI
Yvain BRUNED
Blanka HORVATH
Thomas CASS
Horatio BOEDIHARDJO
Paolo GRAZIESCHI
William SALKELD
Tom KLOSE
Claudio BELLANI
Andris GERASIMOVICS
Philipp SCHOENBAUER