New interfaces of Stochastic Analysis and Rough Paths
Videos from BIRS Workshop
Weijun Xu, Peking University
Monday Sep 5, 2022 08:58 - 09:21
Periodic homogenisation for phi 4 2
Ismael Bailleul, Universite Bretagne Occidentale
Monday Sep 5, 2022 09:23 - 09:47
The Anderson operator
Remi Catellier, Universite Cote d'Azur
Monday Sep 5, 2022 09:51 - 10:15
Regularization by noise for rough differential equations driven by Gaussian rough paths
Xue-Mei Li, Imperial College London
Monday Sep 5, 2022 10:34 - 10:56
Non-markovian multi-scale stochastic systems
Alberto Ohashi, Universidade de Brasilia
Monday Sep 5, 2022 11:08 - 11:25
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes
Alberto Ohashi, Universidade de Brasilia
Monday Sep 5, 2022 11:08 - 11:25
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes
William Salkeld, WIAS Berlin
Monday Sep 5, 2022 11:51 - 12:22
An introduction to rough mean-field equations
George Wynne, Imperial College
Monday Sep 5, 2022 14:25 - 14:57
Kernel Stein Discrepancy for Measures on Hilbert Spaces
Samy Tindel, Purdue University
Monday Sep 5, 2022 16:08 - 16:42
Hyperbolic Anderson model in the Skorohod and rough settings
Chong Liu, ShanghaiTech University
Tuesday Sep 6, 2022 08:34 - 08:56
Higher Rank Signatures and Filtrations
Peter Friz, Technische Universität and WIAS Berlin
Tuesday Sep 6, 2022 09:00 - 09:27
Weak Rates For Rough Vol
Bruno Dupire, Bloomberg
Tuesday Sep 6, 2022 09:28 - 10:00
Signatures and Expansions of Functionals
David Prömel, University of Mannheim
Tuesday Sep 6, 2022 10:50 - 11:13
Model-free portfolio theory: a rough path approach
David Prömel, University of Mannheim
Tuesday Sep 6, 2022 10:50 - 11:13
Model-free portfolio theory: a rough path approach
Uzu Lim, University of Oxford
Tuesday Sep 6, 2022 11:14 - 11:29
Tangent Space and Dimension Estimation with the Wasserstein Distance
Uzu Lim, University of Oxford
Tuesday Sep 6, 2022 11:14 - 11:29
Tangent Space and Dimension Estimation with the Wasserstein Distance
Fabian Harang, Norwegian Business School
Tuesday Sep 6, 2022 11:35 - 11:49
Non-linear Young equations in the plane and pathwise regularization by noise
Fabian Harang, Norwegian Business School
Tuesday Sep 6, 2022 11:35 - 11:49
Non-linear Young equations in the plane and pathwise regularization by noise
Pierre Nyquist, KTH Royal Institute of Technology
Tuesday Sep 6, 2022 13:33 - 14:02
Large deviations in data science
Anastasia Papavasiliou, University of Warwick
Tuesday Sep 6, 2022 14:07 - 14:37
The inverse problem for CDEs
Paul Gassiat, Université Paris Dauphine
Tuesday Sep 6, 2022 14:38 - 15:08
Reflected differential equations and rough paths
Sebastian Riedel, FernUniversität Hagen
Wednesday Sep 7, 2022 08:33 - 08:58
Random dynamical systems and rough paths
Antoine Lejay, Institute Elie Cartan
Wednesday Sep 7, 2022 09:00 - 09:23
Rough Invariant Imbedding
Khoa Le, TU Berlin
Wednesday Sep 7, 2022 09:27 - 09:53
Numerical solutions for singular stochastic differential equations
Ilya Chevyrev, University if Edinburgh
Wednesday Sep 7, 2022 09:56 - 10:25
Feature Engineering with Regularity Structures
Josef Teichmann, ETH Zurich
Thursday Sep 8, 2022 08:32 - 09:00
A representation theoretic view on signature transforms
Nikolas Nüsken, Kings College London
Thursday Sep 8, 2022 09:04 - 09:30
Estimating hidden parameters in stochastic multiscale systems using McKean-Vlasov dynamics and rough paths
Joel Dyer, University of Oxford
Thursday Sep 8, 2022 09:33 - 09:51
Path signatures in simulation-based inference
Csaba Toth, University of Oxford
Thursday Sep 8, 2022 10:40 - 11:04
Random Signature Fourier Features
Emilio Ferrucci, University of Oxford
Thursday Sep 8, 2022 11:30 - 11:55
Branched rough paths on manifolds
Horatio Boedihardjo, University of Warwick
Thursday Sep 8, 2022 11:56 - 12:18
A non-vanishing property for the signature of a bounded variation path
Joscha Diehl, University of Greifswald
Thursday Sep 8, 2022 13:33 - 14:02
Graph counting signatures and bicommutative Hopf algebras
Christian Bayer, Weierstrass Institute Berlin
Thursday Sep 8, 2022 14:06 - 14:30
Stability of Deep Neural Networks via discrete rough paths
Xin T. Tong, National University of Singapore
Friday Sep 9, 2022 08:33 - 09:00
Sampling with constraints
Nikolas Tapia, WIAS Berlin
Friday Sep 9, 2022 09:01 - 09:29
Generalized iterated-sums signatures
Hang Lou, UCL
Friday Sep 9, 2022 09:32 - 09:53
Path Development Network with Finite dimensional Lie Group
Andrew Allan, Durham University
Friday Sep 9, 2022 09:55 - 10:15
Càdlàg rough differential equations with reflecting barriers
