Rough path techniques in stochastic analysis and mathematical probability 2021
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.
After two successful workshops on rough paths theory and applications, we continue the tradition with a new workshop on rough path theory, stochastic analysis and probability theory, to discuss recent trends and to present novel results. This year's topic will be "Rough path techniques in stochastic analysis and mathematical probability". The focus will be on how rough path techniques in combination with probabilistic arguments may be efficiently applied to push the boundaries of both fields.
The event will last two days, Thursday and Friday, Nov. 25 and 26, 2021.
In addition to a small introductory course to the theory of rough paths and stochastic analysis will be held on Wednesday 24. November. With this we hope to engage new interest in rough path theory and stochastic analysis.