11:00
A short course on Rough Stochastic Differential Equations (RSDEs) and Applications (Lecture 3/3)
Abstract
Recent advances at the interface of stochastic analysis, rough path theory, stochastic filtering, stochastic control, and mean-field systems have led to a rapidly developing framework for analyzing stochastic dynamics conditioned on common/observation noise. This mini course will survey how rough stochastic differential equations, introduced in 2021 by A. Hocquet, K. Lê and the speaker, lead to a unifying perspective across several areas of applied probability. (Additional coauthors include F. Bugini, J. Dause, W. Stannat, H. Zhang and P.Zorin-Kranich).
This mini course will develop in three lectures on the Wednesdays 20/5, 3/6, 10/6 at 11am in L4
11:00
A short course on Rough Stochastic Differential Equations (RSDEs) and Applications (Lecture 2/3)
Abstract
Recent advances at the interface of stochastic analysis, rough path theory, stochastic filtering, stochastic control, and mean-field systems have led to a rapidly developing framework for analyzing stochastic dynamics conditioned on common/observation noise. This mini course will survey how rough stochastic differential equations, introduced in 2021 by A. Hocquet, K. Lê and the speaker, lead to a unifying perspective across several areas of applied probability. (Additional coauthors include F. Bugini, J. Dause, W. Stannat, H. Zhang and P.Zorin-Kranich).
This mini course will develop in three lectures on the Wednesdays 20/5, 3/6, 10/6 at 11am in L4
11:00
A short course on Rough Stochastic Differential Equations (RSDEs) and Applications (Lecture 1/3)
Abstract
This mini course will develop in three lectures on the Wednesdays 20/5, 3/6, 10/6 at 11am in L4
We are currently inviting applications for a Postdoctoral Research Associate to work with Professor Alain Goriely FRS at the Mathematical Institute, University of Oxford. This is a 2-year, fixed-term position, funded by a research grant from the Human Frontier Science Program. The starting date of this position is 1 September 2026, or as soon as possible thereafter.