Rough Paths: Theory and Applications

January 27 - 31, 2014

Schedule


Monday, January 27, 2014

9:00 - 9:50
Ivan Corwin (Massachusetts Institute of Technology)

KPZ line ensemble
PDF Presentation

 
10:30 - 11:20
Milton Jara Valenzuela (Instituto Nacional de Matemática Pura e Aplicada (IMPA))

Anomalous fluctuations of a model of heat conduction
PDF Presentation

 
11:30 - 12:20
Jeremy Quastel (University of Toronto)

 

2:00 - 2:50
3:30 - 4:20

Tuesday, January 28, 2014

9:00 - 9:50
Lorenzo Zambotti (Université de Paris VI (Pierre et Marie Curie))

The generalized KPZ equation
PDF Presentation

 
10:30 - 11:20
Arnaud Debussche (Ecole Normale Supérieure de Rennes)

Invariant Measures for Stochastic Conservation Laws
PDF Presentation

 
11:30 - 12:20
Leonid Mytnik (Technion - Israel Institute of Technology)

Uniqueness and non-uniqueness for stochastic heat equations with Holder continuous coefficients
PDF Presentation

 
2:00 - 2:50
Hiroshi Kawabi (Okayama University)

Stationary phase for rough differential equations

 
3:30 - 4:20
Etienne Pardoux (Université d'Aix-Marseille)

Invariant measure selection by noise
PDF Presentation

 
4:30 - 5:20
Nicolas Perkowski (Université de Paris IX (Paris-Dauphine))

Paracontrolled differential equations
PDF Presentation

 

Wednesday, January 29, 2014

9:00 - 9:50
Horatio Boedihardjo (University of Oxford)

The uniqueness of signature problem
PDF Presentation

 
10:30 - 11:20
11:30 - 12:20
Joscha Diehl (Technische Universität Berlin)

Mixed rough differential equations and Gaussian integrability

 

Thursday, January 30, 2014

9:00 - 9:50
Jan Maas (University of Bonn)

Approximating rough stochastic PDEs

 
10:30 - 11:20
Samy Tindel (Université de Lorraine)

Some estimates on the parabolic Anderson model

 
11:30 - 12:20
2:00 - 2:50
Peter Imkeller (Humboldt-Universität)

A Fourier analytic approach to rough paths

 
3:30 - 4:20
Bruce Driver (University of California, San Diego (UCSD))

Constrained Rough Paths

 
4:30 - 5:20
David Kelly (University of North Carolina)

Fast-Slow systems with chaotic noise

 

Friday, January 31, 2014

9:00 - 9:50
Christian Litterer (École Polytechnique)

Kusuoka-Stroock gradient bounds for the filtering equation

10:30 - 11:20
Paul Gassiat (Technische Universität Berlin)

Pathwise solutions for fully nonlinear SPDEs

11:30 - 12:20
Ismael Bailleul (Université de Rennes I)

Rough flows
PDF Presentation

 
2:00 - 2:50
Harald Oberhauser (University of Oxford)

Sampling Brownian increments with bounded Levy areas

3:30 - 4:20
Terence Lyons (University of Oxford)

The expected signature of a stochastic process