5th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis
There is no registration, participation is free for academics and practitioners.
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 highdimensional data.
- Y. Boutaib (TU Berlin and U Potsdam)
- I. Chevyrev (TU Berlin)
- P. Friz (TU and WIAS Berlin)
- T. Lyons (Oxford University)
- Nonlinear stochastic partial differential equations
- Regularity structures
- Expected signatures
- Stochastic Loewner Evolution
- Statistics and machine learning
- Gaussian rough path analysis
- Numerical analysis for stochastic and rough differential equations
There will be invited talks only.
List of participants:
The workshop takes place in the Erhard-Schmidt lecture room at Weierstrass Institute, Mohrenstrasse 39, 10117 Berlin, Germany.
Weierstrass Institute for Applied Analysis and Stochastics, Leibniz Institute in Forschungsverbund Berlin e. V.