15th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis

May 12 - 14, 2022

Venue

  • 12.05.2022: R. MA 415, Technische Universität Berlin, Institut für Mathematik, Strasse des 17. Juni 136, 10623 Berlin
  • 13.-14.05.2022: R.0007, Humboldt-Universität zu Berlin, Hausvogteiplatz 5 - 7, 10117 Berlin

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.

Organizers

  • Peter Friz (TU and WIAS Berlin)
  • Terry Lyons (Oxford University)
  • Satoshi Hayakawa (Oxford)
  • Benjamin Walker (Oxford)
  • Simon Breneis (WIAS Berlin)
  • Hannes Kern (TU Berlin)

Program & Book of Abstracts

The workshop is scheduled to start on May 12, at 9:00 am and is expected to end on May 14, at 12:00 pm. There will be invited talks only.

All talks will be held in person. They will be 15 minutes and we will have 5 minutes for questions after each talk.

Conference Dinner

The conference dinner will take place on Thursday, 12th May at 18:30 at Teehaus im Englischen Garten, Altonaerstrasse 2, D-10557 Berlin.

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).