Summer School on Stochastic Analysis

August 7 – August 18, 2023

The aim is to bring young Stochastic Analysts together in a stimulating environment.  There will be also some talks in addition to mini-courses. Each talk is aimed at explaining either one concept/technique or outlining future directions. We shall leave plenty of time for discussions, the participants can also arrange spontaneous talks. The school is suitable for senior PhD students and postdoctoral researchers with publications in related fields of research.

Venue: The school will take place in the Bernoulli Center, EPFL (Lausanne), where at the proposal of the school is a lecture room holding comfortable 40 participants (we try to fit in a few more), a small lecture for discussions, a sitting room, some offices, a kitchen, coffee machines, and balconies.

Mini-courses start on Monday afternoon (August 7th / 13th), and finish Friday noon (the 11th and 17th). Some talks may be scheduled at other times on Mondays and Fridays. Registration Link.

Zoom We plan to have Zoom access to the lectures. Should you be interested in Zoom please write to [email protected]

Further information can be found on the navigation bar on the event page.

Acknowledgment: The school would like to thank the ProPDE group (M. Hairer) and Bernoulli Center for collaboration and financial support. We also want to thank Pavle Krivokapic of the Bernoulli Center, Juliana Velasquez, and Talya Saladino for their assistance.

The assistants of the summer school are:

Henri Elad Altman, Fabian Germ, Toyoto Matsudo, Francesco Pedulla, and Kexing Ying.

Mini-Courses

Pawel Duch (Poznan). Flow equation approach to singular stochastic PDEs         Notes

Martin Hairer (EPFL) Lyapunov Techniques

Felix Otto (Max Planck) Regularity structures without trees and with Malliavin calculus   Notes

Lenya Ryzhik (Stanford)  Tentative title: Connections between deterministic parabolic PDEs and branching Brownian motion  Notes

Lenonardo Tolomeo (Edinburgh) Statistical mechanics of the focusing nonlinear schrodinger equations 

Exercises.  Notes.          Solution to Ex 6.