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CRiSM Workshop - Statistics for Differential Equations Driven by Rough Paths

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7 -9 September 2016

SCOPE

The workshop will aim to bring together people working on developing statistical tools for differential equations driven by rough paths (RDEs) - with Brownian or fractional Brownian motion being a particular example. The theory of rough paths is relatively new and has only recently passed from the stage of theory development to the stage where there is interest in applying these models to real data - making the need for the development of statistical tools quite urgent.
The workshop is supported by CRiSM and the Leverhulme Trust.


SPEAKERS

Christian Bayer (WIAS Berlin)
Andreas Neuenkirch (Mannheim)
Horatio Boedihardjo (University of Reading)
Bruno Saussereau (Université de Franche-Comté)
Andrey Kormilitzin (Oxford)
Hao Ni (UCL)
Harald Oberhauser (Oxford)
Danyu Yang (Oxford)
Ilya Chevyrev (TU Berlin)
Joscha Diehl (TU Berlin)
Tessy Papavasiliou (Warwick)
Thodoris Manikas (Warwick)
Jeremy Reizenstein (Warwick)
Theo Papamarkou (Glasgow)
Terry Lyons (Oxford)
Tom Cass (Imperial)
Sotirios Sabanis (Edinburgh)

ORGANISERS

Dr Tessy Papavasiliou (Warwick), Dr Hao Ni (Oxford), Dr Harald Oberhauser (Oxford), Dr Kasia Taylor (Warwick)

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crism

Link to:

Registration

Workshop booklet


*External Attendees and Invited Speakers, please register using the link above (choose relevant category)*

*Internal Attendees: please register by sending an email to Olivia Garcia-Hernandez (Olivia.Garcia@warwick.ac.uk).*


Important dates:

  • Deadline for registration: 26 August 2016.