Recent developments in Rough Paths

March 4-8, 2024 @ BI, Oslo 

This workshop will consist of a mini-course on rough paths with jumps as well as talks on recent developments in the theory of stochastic analysis and rough paths. We invite young as well as more experienced researchers with a keen interest in the combination of pathwise and probabilistic tools in the analysis of stochastic equations. 

Registration
If you are interested in participating, please register by sending an email to Ilya Chevyrev (ichevyrev [@] gmail.com) and fill out the registration form.

Speakers

Andy Allan (Durham University) - Slides

Fabrice Baudoin (Aarhus University) - Slides

Zdzislaw Brzezniak (University of York)

Christa Cuchiero (University of Vienna and Center for Advanced Study, Oslo)

Dominique Manchon (Université Clermont Auvergne) - Slides

Giulia Di Nunno (University of Oslo)

Antoine Hocquet (TU Berlin) - Slides

David Prömel (University of Mannheim) - Slides

Cris Salvi (Imperial College London) - Slides


Early Career Researchers:

Florian Bechtold (Bielefeld University)

Mie Kano Glückstad (University of Oxford) - Slides

Subbarao Venkatesh Guggilam (Arctic University of Tromso) - Slides

Abdul Mohamed (University of Edinburgh) - Slides

Peter Pang (University of Oslo)

Luca Pelizzari (WIAS Berlin)

Francesca Primavera (University of Vienna) - Slides

Jan Rems (University of Ljubljana)

Yuchen Sun (HU Berlin)


Minicourse on Rough Paths with Jumps

Lecturers 

Slides

Lecture 1

Lecture 2

Lecture 3

Lecture 4

Lecture 5

Lecture 6

Lecture 7

Lecture 8

Exercise Sheet

Location

The workshop will take place at BI Norwegian Business School, located in Nydalen, Oslo.  

We will use the following rooms at BI: 


The event is supported by the project «Pure Mathematics in Norway», which is part of the Mathematics Programme of the Trond Mohn Foundation (Trond Mohn stiftelse, TMS) with the collaboration of the Tromsø Research Foundation (Tromsø forskningsstiftelse, TFS), and by DFG EXC 2046:  MATH+: Berlin Mathematics Research Center (Distinguished Fellowship).

Support also comes from the project "Signatures for Images" (SFI) at the Centre for Advanced Study (CAS) in Oslo, Norway.

Organisers: Ilya Chevyrev, Kurusch Ebrahimi-Fard, Peter Friz, Fabian Harang, Hans Munthe-Kaas, Huilin Zhang