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 will be virtual with a possibility for on-site attendance. 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.