14th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis
Rough Path Analysis and its applications in Applied Stochastic Analysis
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.
Scientific Board
- Terry Lyons (University of Oxford)
- Peter Friz (TU and WIAS Berlin)
Organisers
- Satoshi Hayakawa (University of Oxford)
- Philipp Jettkant (University of Oxford)
- Christina Zou (University of Oxford)
Topics include:
- Theory of Rough Paths
- McKean Vlasov Theory
- Rough paths, Signatures and Data Science
- Numerical Analysis / Control Theory
- Stochastic Finance
- SPDEs and Regularity Structures
- Further Topics in Stochastic Analysis
