The AHOI workshop on "Ambit stochastics and applications" takes place at Imperial College London from  Monday 25 March - Wednesday 27 March 2013.

This workshop brings together experts from probability, stochastic analysis and statistics to work on questions arising from modelling and inference for tempo–spatial stochastic systems.
In particular, the focus will be on  new developments in the area of Ambit Stochastics, a new field of mathematical stochastics that has its origin in the study of turbulence, but is in fact of broad applicability in science, technology and finance (more details can be found here)

The key topics covered will be:
  • Stochastic integration theory for non-semimartingales
  • Stochastic filtering
  • Inference methods for stochastic volatility (in time and space)
  • Estimation and simulation of tempo-spatial stochastic models
  • Applications:
    • Turbulence
    • Finance
The workshop is part of the network activities of the recently created research network AHOI. AHOI is a collaborative network consisting of research groups at Aarhus University, Heidelberg University, Oslo University, Imperial College London as well as researchers from the University of Barcelona, CIMAT, Technical University Munich and the University of Ulm.

NEW: The programme is available here.