4th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis

at Weierstrass Institute, Berlin, December 7 - 9, 2015

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


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

  • I. Chevyrev (Oxford University)
  • P. Friz (TU and WIAS Berlin)
  • X. Geng (Oxford University)
  • M. Hofmanova (TU Berlin)
  • T. Lyons (Oxford University and Oxford Man Institute)
  • N. Perkowski (HU Berlin)

Topics include

  • Nonlinear stochastic partial differential equations
  • Regularity structures
  • Expected signatures
  • Stochastic Loewner Evolution
  • Statistics and machine learning
  • Gaussian rough path analysis
  • Numerical for stochastic and rough differential equations


There will be invited talks only.

List of participants:

  • Adam Andersson
  • Christian Bayer
  • Horatio Boedihardjo
  • Antoine Brault
  • Yvain Bruned
  • Giuseppe Cannizzaro
  • Remi Catellier
  • Jiawei Chang
  • Ilya Chevyrev
  • Khalil Chouk
  • Antoine Dahlqvist
  • Jean Dominique Deuschel
  • Aurelien Deya (SKYPE)
  • Joscha Diehl
  • Goncalo dos Reis
  • Dirk Erhard
  • Guy Flint
  • Peter Friz
  • Jan Gairing
  • Xi Geng
  • Benjamin Gess
  • Martina Hofmanova
  • Peter Imkeller
  • Wolfgang König
  • Raphael Kruse
  • Cyril Labbe
  • nengli Lim
  • Terry Lyons
  • Konstantin Matetski (SKYPE)
  • Mario Maurelli
  • Jörg Martin
  • Sina Nejad
  • Marcel Ogrodnik
  • Sylvie Paycha
  • Nicolas Perkowski
  • David Proemel
  • Michiel Renger
  • Sebastian Riedel
  • John Schoenmakers
  • Atul Shekar
  • Benjamin Stemper
  • Pavlos Tsatsoulis
  • Martin Weidner
  • Danyu Yang


The workshop takes place in the Erhard-Schmidt lecture room at Weierstrass Institute, Mohrenstrasse 39, 10117 Berlin, Germany.


Everyone is asked to arrange for his own accomodation. Speakers may contact the organizers for assistance.

Supporting Institutions

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

European Research Council