Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis

at Weierstrass Institute, Berlin, December 11 - 13, 2013

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.

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 invited speakers (TBC)

  • Romain Allez (WIAS Berlin)
  • Peter Bank (TU Berlin)
  • Christian Bayer (WIAS Berlin)
  • Horatio Boedihardjo (Oxford)
  • Giuseppe Cannizzaro (TU Berlin)
  • Ilya Chevyrev (Oxford)
  • Stefano De Marco (Ecole Polytechnique)
  • Joscha Diehl (TU Berlin)
  • Goncalo dos Reis (TU Berlin)
  • Laure Dumaz (Cambridge)
  • Guy Flint (Oxford)
  • Peter Friz (TU, WIAS Berlin)
  • Paul Gassiat (TU Berlin)
  • Xi Geng (Oxford)
  • Benjamin Graham (Warwick)
  • Greg Gyurko (Oxford)
  • Ni Hao (Oxford)
  • Peter Imkeller (HU Berlin)
  • Cyril Labbe (Warwick)
  • Antoine Lejay (Nancy)
  • Michalis Loulakis (Athens)
  • Terry Lyons (Oxford)
  • Mario Maurelli (Pisa)
  • Hilmar Mai (WIAS Berlin)
  • Harald Oberhauser (Oxford)
  • Nicolas Perkowski (HU Berlin, Paris)
  • David Proemel (HU Berlin)
  • Sebastian Riedel (TU Berlin)
  • Michael Scheutzow (TU Berlin)
  • John Schoenmakers (WIAS Berlin)
  • Atul Shekhar (TU Berlin)
  • Martin Slowik (TU Berlin)
  • Wilhelm Stannat (TU Berlin)
  • Weijun Xu (Warwick)
  • Danyu Yang (Oxford)


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