Webpages tagged with «Stochastic analysis»

The workshop will bring together leading specialists in modeling roughness and long-range dependence in a cozy Nordic atmosphere in the center of Oslo close to the seafront.

A four-days workshop to appreciate and discuss advances in risk and stochastics with a close look into applications and numerical methods

For the third year in a row, STORM and TMS organize a workshop on rough path theory and related topics. It is held on 25-26 November 2021. 

A Toppforsk project funded by the Norwegian Research Council in cooperation with the University of Oslo.

Rough paths and rough partial differential equations

Professor Bernt Øksendal is a globally celebrated mathematician and pioneer in stochastic analysis and financial mathematics. His groundbreaking contributions, particularly in stochastic differential equations and their applications, have profoundly influenced research and education. His seminal textbook on stochastic differential equations remains a foundational resource for mathematicians worldwide.