A rough path between mathematics and data science
AMS-EMS-SMF-2022
2nd Joint Congress of Mathematics
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Terry Lyons and Thomas Cass will be presenting at the 2nd Joint Congress of Mathematics co-organised by the American Mathematical Society, the European Mathematical Society and the Société Mathématique de France.
From 18 to 22 July, the Université Grenoble Alpes Campus will host the Congress, offering attendees the opportunity to exchange ideas, strengthen existing cooperations and bring out new collaborations. See full program. Highlighted talks include:
Financial Mathematics
Wed 20 July
| 14:00 | Terry Lyons | From the mathematics of rough paths to more scalable data science |
Rough Path and Malliavin Calculus
Thu 21 July
| 13:30 | Terry Lyons | Expected signatures and their applications |
| 14:30 | Yuzuru Inahama | Large deviations for small noise hypoelliptic diffusion bridges on sub-Riemannian manifolds |
| 16:00 | Khoa Le | Stochastic heat equation with distributional drift |
| 17:00 | Lucio Galeati | Recent advances on regularisation of ODEs by fractional noise |
Fri 22 July
| 11:00 | Laure Coutin | Young Aumann Integral and Young/rough differential inclusions |
| 12:00 | Paul Gassiat | Weak rate of convergence of numerical schemes for rough volatility |
| 16:30 | Thomas Cass | Signatures and expected signatures for Guassian processes |
| 17:30 | Ilya Chevyrev | Jumps via path functions |