Virtual Seminar on Stochastic Analysis, Random Fields and Applications ‒ PROB ‐ EPFL

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)