22nd Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis

Overview

This workshop will be held at Oxford on 11th-13th December 2025. The focus will be on Rough Path Analysis and its rapidly growing applications in Applied Stochastic Analysis, ranging from the creation of more robust frameworks for stochastic differential equations to new ways of handling high dimensional data.

Scientific Board

Terry Lyons (University of Oxford)

Peter Friz (TU and WIAS Berlin)

Organisers

Mahdi Essekelli (University of Oxford) (@email)

Martin Geller (University of Oxford) (@email)

Thomas Wagenhofer (TU Berlin) (@email)

Filippo De Feo (TU Berlin) (@email)

Yuchen Sun (TU Berlin)

Topics Include

• Theory of Rough Paths
• Rough paths, Signatures and Data Science
• Numerical Analysis / Control Theory
• Mathematical Finance
• SPDEs and Regularity structures
• Further Topics in Stochastic Analysis

Programme

The programme is attached at the bottom of the page.

Registration Form

To attend the workshop, please complete the following registration form: Google Form.

Location

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 L4, located in the basement mezzanine level of the department.

Accommodation

Accommodation is not provided this year, please book your own accommodation.

Dinner

There will be a festive dinner on Thursday 11th December at St. Anne's college.

Supporting Institutions

This meeting would like to thank DataSıg (support by the UKRI under the grant UKRI1010).