6 - 7 April 2010
Organisers: P Friz (Berlin) M Gubinelli (Paris) and Z Brzezniak (York)
Rough path theory provides a pathwise, hence robust, view on Ito's important theory of stochastic differential equations. Evidence is building that a similar approach is possible for various classes of stochastic partial differential equations.
The aim of this workshop is deliberately broad: many speakers will present problems (of stochastic analysis and its applications) in which the outlook of pathwise arguments is promising to make further progress. In particular, we hope that this workshop will intensify/start the dialogue between various communities.
Registration: The Institute does not have any financial support or accommodation available so people are asked to make their own arrangements.