Virtual Seminar on Stochastic Analysis, Random Fields and Applications

July 2-3, 2020, via Zoom

This is a continuation of seminars with a similar name that took place in the Centro Stefano Franscini(*), Ascona, Switzerland, from 1993 to 2011.

Conference objectives

The main objective of the conference is to further contacts between international experts on stochastic analysis and random fields, as well as the applications of these mathematical topics. The first day is mainly devoted to stochastic partial differential equations, stochastic numerics and stochastic analysis in data science. The second day is devoted to mean-field theory and to the use of stochastic analysis and mathematical models that are relevant in the Covid-19 crisis.

Topics
  • Stochastic partial differential equations
  • Mean-field theory, data science and stochastic numerics
  • Round table discussion: Mathematical challenges raised by the Covid-19 crisis
Speakers

René Carmona (Princeton), Sandra Cerrai (Maryland), Carsten Chong (EPFL and Columbia), Ludovic Goudenège (CentraleSupélec), Aurélien Deya (Nancy), Franco Flandoli (SNS Pisa), Jean-Pierre Fouque (U.C. Santa Barbara), Josselin Garnier (Polytechnique), Davar Khoshnevisan (Utah), Terry Lyons (Oxford), Etienne Pardoux (Aix-Marseille)

Conference poster
Program
Titles and Abstracts

Videos of the lectures

Slides of the lectures: Terry Lyons, Carsten Chong, Ludovic Goudenège, Davar Khoshnevisan, Sandra Cerrai, Aurélien Deya, Franco Flandoli, Jean-Pierre Fouque, René Carmona, Josselin Garnier, Etienne Pardoux

Conference photo

Registration

Registration is free but mandatory, and is open up to Wednesday, June 24, 2020.

In order to register, please fill out the registration form.

The Round Table discussion only can be followed (live or later) without registering via this Youtube link.

Organizers

Robert C. Dalang (EPF-Lausanne)
Francesco Russo (ENSTA Paris)
Marta Sanz-Solé (Universitat de Barcelona)

Sponsors

Ecole Polytechnique Fédérale de Lausanne
ENSTA Paris
Universitat de Barcelona

Contact

For further information, please contact:

E-mail: [email protected]


Phone: +41 21 693 11 80


Mme Rosana Blanchard
Stochastic Analysis 2020
Institut de mathématiques
Station 8
Ecole Polytechnique Fédérale
CH-1015 Lausanne
Switzerland.


(*) The Centro Stefano Franscini has recently been renamed the Congressi Stefano Franscini (CSF).

Photo credit: Alessio Pizzicannella, Copyright Ascona-Locarno Tourism