16th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis

8-10 Dec 2022
Mathematical Institute, University of Oxford

 

oxford berlin

 

building 3144512

 

 

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.

Topics include:

  • Theory of Rough Paths
  • McKean Vlasov Theory
  • Rough paths, Signatures and Data Science
  • Numerical Analysis / Control Theory
  • Mathematical Finance
  • SPDEs and Regularity Structures
  • Further Topics in Stochastic Analysis
Scientific Board
  • Terry Lyons (University of Oxford)
  • Peter Friz (TU and WIAS Berlin)
Organisers

 

PROGRAMME