Pathwise Stochastic Analysis and Applications
Analyse stochastique trajectorielle et applications
8 – 12 March 2021
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Scientific Committee
Comité scientifique Jacky Cresson (Université de Pau) |
Organizing Committee
Comité d’organisation Laure Coutin (Université Toulouse 3) |
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Initiated at the end of the ’90, the theory of rough paths is now a very active domain of research connected to multiple domains: probability, dynamical systems, PDE and stochastic PDE, statistical learning, algebraic structures for renormalization techniques etc… Founded in 2019, the Groupe de Recherche TRAG (funded by INSMI) aims at structuring the French community around this theory, create gateways between its several axes and toopen new opportunities for developments. Supported by the GdR TRAG, this international conferences aims at gathering all the researchers interested in this theory, whatever the axis of research, and thus to give a panorama of the latest developments.
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Initiée à la fin des années 1990, la théorie des trajectoires rugueuses est un domaine de recherche très actif connectés à de multiples domaines : pro-babilités, systèmes dynamiques, EDP et EDP stochastiques, apprentissage statistique, structures algébriques pour les techniques de renormalisation etc… Fondé en 2019, le GdR TRAG (soutenu par l’INSMI) vise à structurer la communauté française autour des cette théorie, à créer des passerelles entre les divers axes et à créer de nouvelles opportunités de développement. Portée par le GdR TRAG, cette conférence internationale a pour but de réunir les personnes intéressées par cette théorie, quel que soit l’axe de recherche, dressant ainsi un panorama des derniers développements.
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Ismaël Bailleul (Université Rennes 1) Kinetic Brownian motion in the diffeomorphism group
Fabrice Baudoin (University of Connecticut) Fractional Gaussian fields on the Sierpinski gasket and related fractals
Carlo Bellingeri (Technical University of Berlin) The non-commutative signature of a path
Nils Berglund (Université d’Orléans) Renormalisation when approaching the subcriticality threshold: A simple example
Rémi Catellier (Université de Nice Sophia Antipolis) Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation
Joscha Diehl (University of Greifswald) Iterated sums
Henri Elad Altman (Imperial College London) Scaling limits of additive functionals of mixed fractional Brownian motions
Adeline Fermanian (Sorbonne Université) A statistical point of view on signatures
Peter Friz (TU and WIAS Berlin) Rough stochastic differential equations
Lucio Galeati (University of Bonn) Distribution dependent SDEs driven by additive fBm
Fabian Harang (University of Oslo) Regularization of Multiplicative SDEs through additive noise
Antoine Hocquet (TU Berlin) Monoid-valued Sewing Lemmata and applications
Masato Hoshino (Kyushu-University) Paracontrolled calculus and regularity structures
Yuzuru Inahama (Kyushu University) Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
Hiroshi Kawabi (Keio University) Functional central limit theorems for non-symmetric random walks on nilpotent covering graphs
James-Michael Leahy (Imperial College London) On transport type rough fluid equations
Terry Lyons (University of Oxford) Signatures, trees and pdes
Hao Ni (Oxford University) Sig-Wasserstein Generative models to generate realistic synthetic time series
Harald Oberhauser (University of Oxford) Some Applications of Expected Signatures
Felix Otto (MPI Leipzig) The structure group revisited
David Prömel (Universität Mannheim) Càdlàg rough differential equations with reflecting barriers
Sebastian Riedel (TU Berlin) Optimal stopping with signatures
Nikolas Tapia (Weierstrass Institute) Unified Signature Cumulants and Generalized Magnus Expansions
Josef Teichmann (ETH Zürich) An elementary proof of the reconstruction theorem
Samy Tindel (Purdue University) A coupling between Sinai’s random walk and Brox diffusion
Dario Trevisan (University of Pisa) Convergence rates for the occupation measure of fractional Brownian motion
Hendrik Weber (University of Bath) Phase Transitions for φ⁴₃
Lorenzo Zambotti (Sorbonne Université) A Microlocal Approach to Renormalization in Stochastic PDEs
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