3rd Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis

at Weierstrass Institute, Berlin, January 27 - 29, 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.

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:

  • Romain Allez (WIAS Berlin)
  • Christian Bayer (WIAS Berlin)
  • Horatio Boedihardjo (Oxford)
  • Youness Boutaib (Oxford)
  • Giuseppe Cannizzaro (TU Berlin)
  • Thomas Cass (Imperial College London)
  • Rémi Catellier (IRMAR Rennes)
  • Ajay Chandra (Warwick)
  • Ilya Chevyrev (Oxford)
  • Khalil Chouk (TU Berlin)
  • Antoine Dahlqvist (TU Berlin)
  • Joscha Diehl (TU Berlin)
  • Dirk Erhard (Warwick)
  • Guy Flint (Oxford)
  • Peter Friz (TU, WIAS Berlin)
  • Marco Furlan (Dauphine Paris)
  • Paul Gassiat (TU Berlin)
  • Jan Gairing (Hu Berlin)
  • Xi Geng (Oxford)
  • Greg Gyurko (Oxford)
  • Hao Ni (Oxford)
  • Martina Hofmanova (TU Berlin)
  • Cyril Labbe (Warwick)
  • Terry Lyons (Oxford)
  • Kanstantsin Matetski (Warwick)
  • Mario Maurelli (WIAS Berlin)
  • Harald Oberhauser (Oxford)
  • Marcel Ogrodnik (Imperial College London)
  • Nicolas Perkowski (HU Berlin)
  • David Proemel (HU Berlin, ETH)
  • Sebastian Riedel (TU Berlin)
  • Atul Shekhar (TU Berlin)
  • Hao Shen (Warwick)
  • Martin Slowik(TU Berlin)
  • Weijun Xu (Warwick)
  • Danyu Yang (Oxford)
  • John Schoenmakers (WIAS Berlin)
  • Michael Scheutzow (TU Berlin)
  • Peter Imkeller (HU Berlin)
  • Jean-Dominique Deuschel (TU Berlin)
  • Raphael Kruse (TU Berlin)
  • Sylvie Paycha (Potsdam)
  • Wilhelm Stannat (TU Berlin)
  • Wolfgang Koenig (WIAS Berlin)


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