Terry Lyons and Thomas Cass will be presenting at the 2nd Joint Congress of Mathematics co-organised by the American Mathematical Society, the European Mathematical Society and the Société Mathématique de France.

From 18 to 22 July, the Université Grenoble Alpes Campus will host the Congress, offering attendees the opportunity to exchange ideas, strengthen existing cooperations and bring out new collaborations. See full program. Highlighted talks include:

Financial Mathematics

Wed 20 July
14:00 Terry Lyons From the mathematics of rough paths to more scalable data science

Rough Path and Malliavin Calculus

Thu 21 July
13:30 Terry Lyons Expected signatures and their applications
14:30 Yuzuru Inahama Large deviations for small noise hypoelliptic diffusion bridges on sub-Riemannian manifolds
16:00 Khoa Le Stochastic heat equation with distributional drift
17:00 Lucio Galeati Recent advances on regularisation of ODEs by fractional noise
Fri 22 July
11:00 Laure Coutin Young Aumann Integral and Young/rough differential inclusions
12:00 Paul Gassiat Weak rate of convergence of numerical schemes for rough volatility
16:30 Thomas Cass Signatures and expected signatures for Guassian processes
17:30 Ilya Chevyrev Jumps via path functions