New interfaces of Stochastic Analysis and Rough Paths (22w5116)


(University of Oxford)

Hao Ni (UCL)

Jing Dong (Columbia University)

Xin Zhang (South China University of Technology)


The Banff International Research Station will host the "New Interfaces of Stochastic Analysis and Rough Paths" workshop in Banff from September 04 - 09, 2022.

The theory of stochastic processes provides a concise mathematical language to model and understand quantities that evolve under the influence of randomness. Over the past years, mathematicians have started to connect more recent theoretical advancements in this field to applied data science challenges that range from healthcare to computer vision. Vice versa, applied scientists and practitioners have started to explore more sophisticated mathematical tools. The aim of this workshop is to strengthen existing inter- and intra-disciplinary cooperations and fertilize novel collaborations.

The Banff International Research Station for Mathematical Innovation and Discovery (BIRS) is a collaborative Canada-US-Mexico venture that provides an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station is located at The Banff Centre in Alberta and is supported by Canada's Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), Alberta's Advanced Education and Technology, and Mexico's Consejo Nacional de Ciencia y Tecnología (CONACYT).