16th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis
University of Oxford Mathematical Institute, December 8th - 10th 2022.
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 high dimensional data.
Registration Form:
https://docs.google.com/forms/d/e/1FAIpQLScb7nIQjPa0bV0oufvClWAPcQG9bKf…
Scientific Board
Terry Lyons (University of Oxford)
Peter Friz (TU and WIAS Berlin)
Organisers
Martin Geller (University of Oxford)
Jason Rader (University of Oxford)
Philipp Forstner (TU Berlin)
Jason Toyomu Matsuda (FU Berlin)
Topics Include
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Theory of Rough Paths
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McKean Vlasov Theory
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Rough paths, Signatures and Data Science
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Numerical Analysis / Control Theory
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Mathematical Finance
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SPDEs and Regularity Structures
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Further Topics in Stochastic Analysis
Programme
TBD
Participants
TBD