2050a
New Directions in Rough Path Theory (online meeting)
Workshop
2050aPeriod
06 Dec - 12 Dec 2020Abstract
Rough path theory emerged as novel approach for dealing with interactions
in complex random systems.
It settled significant questions and provided an effective deterministic alternative to Itô
calculus, itself a major contribution to 20$^{\mathrm{th}}$ century mathematics.
Its impact has grown substantially in recent years: most prominently, rough paths ideas are at the
core of Martin Hairer's Fields Medal-winning work on regularity structures, but there are also
original and successful applications in other areas.
The workshop focused on three areas that have been strongly influenced by
the core ideas in rough
path theory and which have witnessed considerable activity over the past few years: applications to
data science, algebraic aspects and connections with stochastic analysis.