9th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis

at Weierstrass Institute, Berlin, June 14 - 16, 2018

There is no registration, participation is free for academics and practitioners.

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 highdimensional data.

Scientific Board

  • Peter Friz (TU and WIAS Berlin)
  • Terry Lyons (Oxford University)
  • Torstein Kastberg Nilssen (TU Berlin)
  • Michele Coghi (WIAS Berlin)

    • Topics include

    • 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

    Program:

    There will be invited talks only. Please find the program here.

    List of participants:

    • Henri Elad Altman (UPMC Paris)
    • Carlos Améndola (TU München)
    • Peter Bank (TU Berlin)
    • Christian Bayer (WIAS Berlin)
    • Dirk Becherer (HU Berlin)
    • Carlo Bellingeri (Paris VI)
    • Youness Boutaib (TU Berlin, Univ. Potsdam)
    • Oleg Butkovski (TU Berlin)
    • Giuseppe Cannizzaro (Imperial College London)
    • Rémi Catellier (Université de Nice)
    • Bingguang Chen (Bielefeld)
    • Khalil Chouk (HU Berlin)
    • Michele Coghi (WIAS Berlin)
    • Jean-Dominique Deuschel (TU Berlin)
    • Joscha Diehl (MPI Leipzig)
    • Benjamin Fehrman (MPI Leipzig)
    • Peter Friz (TU, WIAS Berlin)
    • Marco Furlan (Paris)
    • Andris Gerasimovich (Imperial College London)
    • Benjamin Gess (MPI Leipzig)
    • Emanuela Gussetti (Bielefeld)
    • Antoine Hocquet (TU Berlin)
    • Jasdeep Kalsi (Oxford)
    • Tom Klose (TU Berlin)
    • Alexey Korepanov (Exeter)
    • Andzhey Koziuk (WIAS Berlin)
    • Chong Liu (ETH Zurich)
    • Terry Lyons (Oxford)
    • Vlat Margarint (Oxford)
    • Mario Maurelli (University of York)
    • Antoine Mouzard (ENS Rennes)
    • Torstein Nilssen (TU Berlin)
    • Imanol Perez (Oxford)
    • Nicolas Perkowski (HU Berlin)
    • Rosa Preiss (TU Berlin)
    • Martin Redmann (WIAS Berlin)
    • Sebastian Riedel (TU Berlin)
    • Michael Scheutzow (TU Berlin)
    • Alexander Schmeding (TU Berlin)
    • Philipp Schoenbauer (Imperial College London)
    • John Schoenmakers (WIAS Berlin)
    • Anna Seigal (UC Berkeley)
    • Benjamin Stemper (WIAS Berlin)
    • Bernd Sturmfels (MPI Leipzig)
    • Huy Tran (TU Berlin)
    • Huanyu Yang (Chinese Academy of Science)
    • Danyu Yang (Oxford)
    • Xiangchan Zhu (Bielefeld)
    • Rongchan Zhu (Bielefeld)
    • Willem van Zuijlen (HU und WIAS Berlin)

    Location

    The workshop takes place in the Erhard-Schmidt lecture room at Weierstrass Institute, Mohrenstrasse 39, 10117 Berlin, Germany. The lecture room is equipped with a blackboard and a digital projector as well as intranet and internet access.

    Information for Visitors: Berlin city map view.

    Accomodation

    Everyone is asked to arrange for his own accomodation. Please find here a variety of hotels in our proximity:

    Supporting Institutions

    Weierstrass Institute for Applied Analysis and Stochastics, Leibniz Institute in Forschungsverbund Berlin e. V.

    ERC Consolidator Grant

    FOR2402