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New Directions in Rough Path Theory (online meeting)

dc.date.accessioned2021-04-13T09:15:55Z
dc.date.available2021-04-13T09:15:55Z
dc.date.issued2020
dc.identifier.urihttp://publications.mfo.de/handle/mfo/3855
dc.description.abstractRough 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.
dc.titleNew Directions in Rough Path Theory (online meeting)
dc.rights.licenseDieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.de
dc.rights.licenseThis document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.en
dc.identifier.doi10.14760/OWR-2020-40
local.series.idOWR-2020-40
local.subject.msc60
local.subject.msc62
local.subject.msc68
local.subject.msc76
local.subject.msc81
local.subject.msc14
local.date-range06 Dec - 12 Dec 2020
local.workshopcode2050a
local.workshoptitleNew Directions in Rough Path Theory (online meeting)
local.organizersThomas Cass, London; Dan Crisan, London; Peter Friz, Berlin; Massimilliano Gubinelli, Bonn
local.report-nameWorkshop Report 2020,40
local.opc-photo-id2050a
local.publishers-doi10.4171/OWR/2020/40
local.ems-referenceCass Thomas, Crisan Dan, Friz Peter, Gubinelli Massimiliano: New Directions in Rough Path Theory. Oberwolfach Rep. 17 (2020), 1955-2019. doi: 10.4171/OWR/2020/40


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