7th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis

at Weierstrass Institute, Berlin, May 18 - 20, 2017

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

Overview

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

  • Peter Friz (TU and WIAS Berlin)
  • Terry Lyons (Oxford University)
  • Mario Maurelli (TU and WIAS Berlin)
  • Torstein Kastberg Nilssen (TU Berlin)
  • Topics include

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

    Program:

    There will be invited talks only. Please find the program here.

    List of participants:

    • Peter Bank (TU Berlin)
    • Christian Bayer (WIAS Berlin)
    • Dirk Becherer (HU Berlin)
    • Carlo Bellingeri (Paris VI)
    • Luigi Amedeo Bianchi (TU Berlin)
    • Horatio Boedihardjo (University of Reading)
    • Youness Boutaib (TU Berlin, Univ. Potsdam)
    • Yvain Bruned (Warwick)
    • Oleg Butkovski (TU Berlin)
    • Giuseppe Cannizzaro (TU Berlin)
    • Jiavei Chang (Oxford)
    • Bingguang Chen (Chinese Academy of Science)
    • Ilya Chevyrev (Oxford)
    • Khalil Chouk (TU Berlin)
    • Michele Coghi (Bielefeld)
    • Charles Curry (NTNU Trondheim)
    • Aurelien Deya (Université Lorraine)
    • Jean-Dominique Deuschel (TU Berlin)
    • Joscha Diehl (MPI Leipzig)
    • Henri Elad Altman (UPMC Paris)
    • Dirk Erhard (Warwick)
    • Benjamin Fehrmann (MPI Leipzig)
    • Peter Friz (TU, WIAS Berlin)
    • James Foster (Oxford)
    • Benjamin Gess (MPI Leipzig)
    • Antoine Hocquet (TU Berlin)
    • Martina Hofmanova (TU Berlin)
    • Masato Hoshino (University of Tokyo)
    • Yang Huanyu (Chinese Academy of Science)
    • Peter Imkeller (HU Berlin)
    • Torstein Kastberg Nilssen (TU Berlin)
    • Wolfgang König (WIAS Berlin)
    • Andzhey Koziuk (WIAS Berlin)
    • Tom Klose (HU Berlin)
    • Terry Lyons (Oxford)
    • Chengcheng Ling (Bielefeld)
    • Mario Maurelli (WIAS Berlin)
    • Sina Nejad (Oxford)
    • Tal Orenshtein (TU u. HU Berlin)
    • Riccardo Passeggeri (Imperial College London)
    • Sylvie Paycha (Universität Potsdam)
    • Imanol Perez (Oxford)
    • Nicolas Perkowski (HU Berlin)
    • Paolo Pigato (WIAS Berlin)
    • Rosa Preiss (TU Berlin)
    • David Prömel (ETH Zürich)
    • Zhongmin Qian (Oxford)
    • Martin Redmann (WIAS Berlin)
    • Jeremy Reizenstein (Warwick)
    • Sebastian Riedel (TU Berlin)
    • William Salkeld (Edinburgh)
    • Michael Scheutzow (TU Berlin)
    • Alexander Schmeding (NTNU Trondheim)
    • John Schoenmakers (WIAS Berlin)
    • Martin Slowik (TU Berlin)
    • Scott Andrew Smith (MPI Leipzig)
    • Wilhelm Stannat (TU Berlin)
    • Benjamin Stemper (WIAS Berlin)
    • Dario Trevisian (Pisa)
    • Hendrik Weber (Warwick)
    • Martin Weidner (Imperial College London)
    • Daniel Wilson-Nunn (Warwick)
    • Weina Wu (Bielefeld)
    • Yue Wu (TU Berlin)
    • Huilin Zhang (TU Berlin)
    • Xiangchan Zhu (Bielefeld)
    • Rongchan Zhu (Bielefeld)
    • Willem van Zuijlen (WIAS Berlin)

    Location

    The workshop takes place in the Erhard-Schmidt lecture room at Weierstrass Institute, Mohrenstrasse 39, 10117 Berlin, Germany. The lecture room is equipped with a blackboard and a digital projector as well as intranet and internet access.

    Information for Visitors: Berlin city map view.

    Accomodation

    Everyone is asked to arrange for his own accomodation. Please find here a variety of hotels in our proximity:

    Supporting Institutions

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

    European Research Council