Conference on High-Dimensional Stochastics

On 7-9 September 2020, the conference on high-dimensional stochastics will take place at the Wolfgang Pauli Institute (WPI) in Vienna, Austria. The conference is an activity within the thematic program "Mathematics for Risk in Finance and Energy" at the WPI. 

We aim to bring together an interdisciplinary group of leading researchers with interest in high dimensional stochastic modeling. Particular emphasis will be given to infinite dimensional Markov processes, SPDEs, population dynamics, high dimensional statistics and connections to financial and energy modeling. We welcome participants from academia and industry to take part in this event.  

pre-conference PhD course will be organized on Monday September 7. The course is related to the topics of the conference and will be given by Christa Cuchiero.  More details on the course will be announced soon.


Vienna city center.
Vienna city center.

Registration: please register your participation on the conference by sending an email to Dennis Schroers (dennissc 'at' before August 15, 2020. In the email, state your name, affiliation and email address. State clearly if you want to take part in the pre-conference PhD course, or only the conference. Registration is now open.

Note that there is no participation fee. All participants must organize their travel and lodging themselves, and there is no funding available for participating at the conference. 

Contributed talks: we open for a number of contributed talks at the conference. Please submit a full-version paper or extended abstract for consideration before June 15 to Dennis Schroers (dennissc 'at' The organisers will select papers for presentation before July 15. 



Plenary speakers (confirmed):

  • Jochen Blath (Technical University, Berlin). Title: "TBA"
  • Sonja Cox (University of Amsterdam). Title: "TBA"
  • Victor Panaretos (EPFL). Title: "TBA"
  • Markus Riedle (King's College London). Title: "TBA"



Download the conference program HERE (tba). The full list of talks with abstracts is found HERE (tba)



The conference takes place at the Wolfgang Pauli Institute in Vienna. See here for a map of the Wolfgang Pauli Institute. The conference starts on Tuesday September 8 with a welcoming address from the organisers. 


The conference is organised by Fred Espen Benth (University of Oslo), Christa Cuchiero (Vienna University of Business and Economics) and Almut Veraart (Imperial College).

The conference is co-sponsored by STORE, a research project funded by the Faculty of Mathematics and Natural Sciences, University of Oslo.

Published Dec. 6, 2019 2:52 PM - Last modified Dec. 17, 2019 7:24 AM