A rough path between mathematics and data science
14th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis
Rough Path Analysis and its applications in Applied Stochastic Analysis
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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 high dimensional data.
Scientific Board
- Terry Lyons (University of Oxford)
- Peter Friz (TU and WIAS Berlin)
Organisers
- Satoshi Hayakawa (University of Oxford)
- Philipp Jettkant (University of Oxford)
- Christina Zou (University of Oxford)
Topics include:
- Theory of Rough Paths
- McKean Vlasov Theory
- Rough paths, Signatures and Data Science
- Numerical Analysis / Control Theory
- Stochastic Finance
- SPDEs and Regularity Structures
- Further Topics in Stochastic Analysis