11th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis

at Weierstrass Institute, Berlin, May 23 - 25, 2019


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
    • Stochastic volatility models
    • Regularity structures
    • Asymptotic properties of stochastic processes
    • Program

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

        List of Participants

        • Peter Bank (TU Berlin)
        • Christian Bayer (WIAS Berlin)
        • Dirk Becherer (HU Berlin)
        • Florian Bechtold (Sorbonne Paris)
        • Carlo Bellingeri (Paris VI)
        • Youness Boutaib (TU Berlin, Univ. Potsdam)
        • Yvain Bruned (University of Edinburgh)
        • Oleg Butkovski (TU Berlin)
        • Rémi Catellier (Université de Nice)
        • Ilya Chevyrev (Oxford)
        • Michele Coghi (WIAS Berlin)
        • Tommaso Cornelis (HU Berlin)
        • Konstantinos Dareiotis (MPI Leipzig)
        • Joscha Diehl (Universität Greifswald)
        • Ana Djurdjevac (TU Berlin)
        • James Foster (Oxford)
        • Peter Friz (TU, WIAS Berlin)
        • Jan Gairing (LMU München)
        • Mate Gerencser (IST Austria)
        • Benjamin Gess (MPI Leipzig)
        • Paul Hager (TU Berlin)
        • Fabian Harrang (University of Oslo)
        • Antoine Hocquet (TU Berlin)
        • Tom Klose (TU Berlin)
      • Alexey Korepanov (Exeter)
      • Khoa Le (ICL)
      • Terry Lyons (Oxford)
      • Ghani Mazyar (TU Berlin)
      • James Morrill (Oxford)
      • Torstein Nilssen (TU Berlin)
      • Tal Orenshtein (HU u. TU Berlin)
      • Nicolas Perkowski (HU Berlin)
      • Paolo Pigato (WIAS Berlin)
      • Rosa Preiss (TU Berlin)
      • Martin Redmann (WIAS Berlin)
      • Sebastian Riedel (TU Berlin)
      • Cristopher Salvi (Oxford)
      • Michael Scheutzow (TU Berlin)
      • John Schoenmakers (WIAS Berlin)
      • Alexander Shaposhnikov (Bielefeld)
      • Nikolas Tapia (TU, WIAS Berlin)
      • Rico Weiske (TU Berlin)
      • Yang Weixin (Oxford)
      • Daniel Wilson-Nunn (Warwick/Turing)
      • Wejun Xu (Oxford)
      • Huanyu Yang (Bielefeld)
      • Yizheng Yuan (TU 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.


        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