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Rough Paths, SPDEs and Related Topics


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6th April 2010 to 7th April 2010

Organisers: P Friz (Berlin), M Gubinelli (Paris) and Z Brzezniak (York)

Workshop Theme

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.

University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons