Lie-Størmer Colloquium
Analytic and Probabilistic Aspects
of Rough Paths
November 27-29, 2023 @ Norwegian Academy of Science and Letters, Oslo
The colloquium is a joint activity with the Lie-Størmer Center, a newly founded Norwegian research center for fundamental structures in computational and pure mathematics.
The first Lie-Størmer Colloquium ("Between Theoretical and Computational Mathematics", May 26-29, 2022) took place at the Barony Rosendal in Norway.
Speakers
Thomas Cass (Imperial College London, UK)
Rama Cont (Oxford Univ., UK)
Christa Cuchiero (Univ. of Vienna, Austria)
Peter K. Friz (Technical Univ. Berlin and WIAS Berlin, Germany)
Paul Gassiat (Univ. Paris-Dauphine, France)
Torstein Kastberg Nilssen (Univ. of Agder, Norway)
Terry Lyons (Oxford Univ., UK)
Hao Ni (Univ. College London, UK)
Samy Tindel (Purdue Univ., USA)
Hendrik Weber (Univ. Münster, Germany)
Lorenzo Zambotti (Sorbonne Univ. Paris, France)
Nicolas Perkowski (Freie Univ. Berlin, Germany)
Schedule
Titles and abstracts
LSC-Colloquium-2023_group-photo.jpgLSC-Colloq-CAS_schedule_30-11-2023.pdfSlides
T. Cass - C. Cuchiero - P. Friz - H. Ni - T. Nilssen - N. Perkowski - S. Tindel - H. Weber - L. Zambotti
T. Cass - C. Cuchiero - P. Friz - H. Ni - T. Nilssen - N. Perkowski - S. Tindel - H. Weber - L. Zambotti
Special lectures
“An evening of mathematics, from classical to modern”
at the Norwegian Academy of Science and Letters
November 28, 2023
“An evening of mathematics, from classical to modern”
at the Norwegian Academy of Science and Letters
November 28, 2023
19:00-19:45
Peter Friz (Technical University Berlin and WIAS Berlin, Germany)
Integration - old and new [slides]
The history of integration evolved from Riemann's real analysis in the 19th century to Lebesgue's measure theory. In the 20th century, stochastic integration emerged, with fundamental contributions by Itô. These developments are fundamental in mathematics, probability theory, and modeling randomness in fields like finance and physics. And history goes on: From 1998 onwards, Lyons and later Gubinelli devised rough integration, with first applications to SPDEs around 2010. (Hairer's ingenious rough integration based solution to the KPZ equation took all this to new worlds, as will be explained in the talk by Lorenzo Zambotti.) The final part of my talk is devoted to a recent unification of rough and stochastic integration theory.
20:00-20:45
Lorenzo Zambotti (Sorbonne Université, Paris, France)
A brief history of Stochastic Partial Differential Equations [slides]
SPDEs were invented in the early 70s of the 20th century and remained a not-so-well-known topic at the frontier of probability theory and PDEs, until they were propelled to fame with Martin Hairer’s Fields medal in 2014. In this talk I will try to describe this very active research field, showing some examples of applications and discussing some of the mathematical difficulties in an accessible and informal way. In particular I will explain how the « rough revolution » which is the topic of Peter Friz’ talk has played a major role in the most recent developments of this area.
