13th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis

Overview

The workshop will continue the tradition of previous meetings, with focus on Applied Stochastic Analysis, including but not restricted to 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)

Organizer

• Patric Bonnier (University of Oxford)
• Avi Mayorcas (University of Oxford)
• Oleg Butkovsky (WIAS Berlin)
• Tom Klose (TU Berlin)

Topics include

• Data Science and Rough Paths
• Theoretical Applications of Signatures
• Singular SPDEs
• SPDEs and Particle Systems
• SDEs and Numerical Methods for SDEs
• Rough Paths
• Schramm-Loewner Evolution

Program & Book of Abstracts

The workshop is scheduled to start on June 8, at 8:45 am and is expected to end on June 10, at 16:45 pm. There will be invited talks only.

Please find here:
• the program
• the book of abstracts

List of Participants

	Allan Andrew (ETH Zürich) Peter Bank (TU Berlin) Clayton Barnes (Technion) Christian Bayer (WIAS Berlin) Dirk Becherer (HU Berlin) Florian Bechtold (Sorbonne Paris) Carlo Bellingeri (TU Berlin) Christoph Belak (TU Berlin) Patric Bonnier (Oxford) Youness Boutaib (RWTH Aachen) Simon Breneis (JKU Linz) Lucas Broux (LPSM) Oleg Butkovski (WIAS Berlin) Thomas Cass (ICL) Hong-Bin Chen (NYU) Bingguang Chen (Bielefeld) Michele Coghi (TU Berlin) Rama Cont (Oxford) Francesco Cosentino (Oxford) Robert Crowell (ETH Zürich) Lancelot Da Costa (ICL) Konstantinos Dareiotis (Leeds) Purba Das (Oxford) Joscha Diehl (Universität Greifswald) Ana Djurdjevac (TU Berlin) Henri Elad Altman (ICL) Eliana Fausti (Oxford) Benjamin Fehrman (Oxford) Adeline Fermanian (Université Sorbonne) James Foster (Oxford) Peter Friz (TU, WIAS Berlin) Lucio Galeati (Bonn) Paul Gassiat (Université Paris Dauphine) Mate Gerencser (Wien) Mazyar Ghani (TU Berlin) Erlend Grong (University of Bergen) Trishen Gunaratnam (Bath) Emanuela Gusetti (Bielefeld) Paul Hager (TU Berlin) Fabian Harang (University of Oslo) Antoine Hocquet (TU Berlin) Masato Hoshino (Kyushu) Tobias Hurth (Université de Neuchâtel) Antoine Jacquier (ICL) Dave Jacobi (Berlin) Oscar Junge (HU Berlin) Arman Khaledian (ICL) Helena Kremp (FU Berlin) Patrick Kidger (Oxford) Victoria Klein (ICL) Tom Klose (TU Berlin) Laura Körber (Universität Ulm) Oana Lang (ICL) Theresa Lange (TU Berlin) James-Michael Leahy (ICL) David Lee (LPSM) Jiawei Li (Carnegie Mellon University) Liying Li (University Toronto) Chengcheng Ling (Bielefeld) Jiao Likai (HU Berlin) Chong Liu (Oxford) Tsui Ho Lung (Oxford) Terry Lyons (Oxford) Lukasz Madry (Paris 9/Warsaw) Vlad Margarint (NYU Shanghai) Toyomu Matsuda (Kyushu)	Mario Maurelli (Università degli Studi di Milano) Avi Mayorcas (Oxford) Ghani Mazyar (TU Berlin) Julian Meier (Oxford) Remy Messadene (ICL) Cecilia F. Mondaini (Drexel University) Antoine Mouzard (Université de Rennes) Vahagn Nersesyan (Université de Versailles) Florian Nie (TU Berlin) Torstein Nilssen (University of Agder) Chanwoo Oh (Technion) Tal Orenshtein (TU, WIAS Berlin) Salvador Ortiz-Latorre (University of Oslo) Gregor Pasemann(TU Berlin) Alexandre Pannier (ICL) Imanol Perez Arribas (Oxford) Nicolas Perkowski (HU Berlin) Paolo Pigato (Tor Vergata University of Rome) Rosa Preiss (TU Berlin) David Prömel (Universität Mannheim) Alexandra Quitmann (WIAS Berlin) Emanuel Rapsch (TU Berlin) Nimit Rana (Bielefeld) Martin Redmann (Universität Halle) Jeremy Reizenstein (Facebook) Sebastian Riedel (WIAS Berlin) Marco Romito (Pisa) Tommaso Rosati (FU Berlin) Jin Ruhong (ENS) David Sabonis (University of Copenhagen) William Salkeld (Edinburgh/Nice) Cristopher Salvi (Oxford) Leandro Sánchez-Betancourt (Oxford) Benjamin Seeger (Paris Dauphine) Yonatan Shadmi (Technion) Alexander Shaposhnikov (Bielefeld) Hao Shen (Wisconsin-Madison) Harprit Singh (ICL) Andreas Sojmark (ICL) Konstantins Starovoitovs (TU Berlin) Zhenyao Sun (Technion) OliverStreet (ICL) Alexander Schmeding (University of Bergen) John Schoenmakers (WIAS Berlin) Jonathan Tam (Oxford) Nikolas Tapia (TU, WIAS Berlin) Gabor Csaba Toth (Oxford) Pavlos Tsatsoulis (Max-Planck Institute, Leipzig) Willem van Zuijlen (WIAS Berlin) Weile Weng (TU Berlin) Lukas Wessels (TU Berlin) Johannes Wiesel (Oxford) Yue Wu (Oxford) Wei Xiong (JPMorgan) Lihu Xu (Macao) Wejun Xu (Oxford) Huanyu Yang (FU Berlin) Weixin Yang (Oxford) Immanuel Zachhuber (Bonn) Xianliang Zhao (Bielefeld) Yihuang Zhang (Oxford) Rongchan Zhu (Beijing) Xiangchan Zhu (Beijing) Pavel Zorin-Kranich (Universität Bonn) Christina Zou (Oxford)

Supporting Institutions

DataSig - A rough path between mathematics and data science

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

ERC Consolidator Grant

FOR2402 - Rough paths, stochastic partial differential equations and related topics (DFG).

IRTG 2544 - Stochastic Analysis in Interaction (DFG).