Stochastic Analysis

Abstract

The talks reviewed several directions in which progress in the general field of stochastic analysis occurred. Several themes were covered in depth: Among these themes a prominent role was played by the SLE (Schramm-Loewner equation), that appeared in talks on scaling scaling limits of dynamical percolation, Ising models on (a wide class of) graphs, and scaling limits of triangulations. Two other main themes were also present: the zeroes of random analytic functions (including the eigenvalues of random matrices), and the long time behavior of stochastic flows motivated by fluid dynamics. In addition a broad overview of recent developments such as trapping models, combinatorics of random matrices, diffusions on fractals, Wasserstein diffusions, Ising models on tree-like graphs, large deviations, the exclusion speed process and rough paths.