Rough path techniques in stochastic analysis and mathematical probability
For the third year in a row, STORM and TMS organize another workshop on rough path theory and related topics. This years workshop is called "Rough Path Techniques in Stochastic Analysis and Mathematical Probability" and will be held 25.26.- November 2021. We plan to hold the workshop in-person at the University of Oslo.
After two years with successful workshops on fields related to the theory of rough paths, we continue the tradition with a workshop on rough path theory, stochastic analysis and mathematical 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". And 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 for two days, Thursday and Friday, Nov. 25+26. 2021 In addition to a small introductory course to the theory of rough paths and stochastic analysis on Wednesday 24. November. Particular emphasis this year will be to engage several participants from Norwegian universities, to strengthen the discussion of rough path theory and stochastic analysis in the Norwegian mathematics community.
Additionally, we will invite 5 international speakers to give lectures on their recent results. The workshop will also be open for participation from the international community. Its aim is to provide a fruitful platform for networking and to inspire new research collaborations, across research groups at Norwegian universities as well as international institutions.