Rough Paths: Theory and Applications - IPAM

Rough Paths: Theory and Applications

January 27 - 31, 2014

Schedule

All times in this Schedule are Pacific Time (PT)

Monday, January 27, 2014

Morning Session

08:00-08:55
Check-In/Light Breakfast (Hosted by IPAM)
08:55-09:00
Welcome and Opening Remarks
09:00-09:50
Ivan Corwin (Columbia University)
KPZ line ensemble
10:00-10:30
Break
10:30-11:20
Milton Jara Valenzuela (Instituto Nacional de Matemática Pura e Aplicada (IMPA))
Anomalous fluctuations of a model of heat conduction
11:30-12:20
Jeremy Quastel (University of Toronto)
Title not available

Afternoon Session

12:30-14:00
Lunch (on your own)
14:00-14:50
Fabrice Baudoin (Purdue University)
Smoothing effect of rough differential equations driven by fractional Brownian motions
15:00-15:30
Break
15:30-16:20
Thomas Cass (Imperial College)
Some illustrative applications of rough path theory: Gaussian analysis, interacting particle systems and analysis on manifolds
16:30-18:00
Poster Session & Reception (Hosted by IPAM)

Tuesday, January 28, 2014

Morning Session

08:00-09:00
Continental Breakfast
09:00-09:50
Lorenzo Zambotti (Université de Paris VI (Pierre et Marie Curie))
The generalized KPZ equation
10:00-10:30
Break
10:30-11:20
Arnaud Debussche (Ecole Normale Supérieure de Rennes)
Invariant Measures for Stochastic Conservation Laws
11:30-12:20
Leonid Mytnik (Technion - Israel Institute of Technology)
Uniqueness and non-uniqueness for stochastic heat equations with Holder continuous coefficients

Afternoon Session

12:30-14:00
Lunch (on your own)
14:00-14:50
Hiroshi Kawabi (Okayama University)
Stationary phase for rough differential equations
15:00-15:30
Break
15:30-16:20
Etienne Pardoux (Université d'Aix-Marseille)
Invariant measure selection by noise
16:30-17:20
Nicolas Perkowski (Université de Paris IX (Paris-Dauphine))
Paracontrolled differential equations

Thursday, January 30, 2014

Morning Session

08:00-09:00
Continental Breakfast
09:00-09:50
Jan Maas (University of Bonn)
Approximating rough stochastic PDEs
10:00-10:30
Break
10:30-11:20
Samy Tindel (Université de Lorraine)
Some estimates on the parabolic Anderson model
11:30-12:20
Yuzuru Inahama (Nagoya University)
Large deviation principle for certain spatially lifted Gaussian rough path

Afternoon Session

12:30-14:00
Lunch (on your own)
14:00-14:50
Peter Imkeller (Humboldt-Universität)
A Fourier analytic approach to rough paths
15:00-15:30
Break
15:30-16:20
Bruce Driver (University of California, San Diego (UCSD))
Constrained Rough Paths
16:30-17:20
David Kelly (Courant Institute of Mathematical Sciences)
Fast-Slow systems with chaotic noise

Friday, January 31, 2014

Morning Session

08:00-09:00
Continental Breakfast
09:00-09:50
Christian Litterer (École Polytechnique)
Kusuoka-Stroock gradient bounds for the filtering equation
10:00-10:30
Break
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

Afternoon Session

12:30-14:00
Lunch (on your own)
14:00-14:50
Harald Oberhauser (University of Oxford)
Sampling Brownian increments with bounded Levy areas
15:00-15:30
Break
15:30-16:20
Terence Lyons (University of Oxford)
The expected signature of a stochastic process
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