The workshop took place from August 23rd-25th 2021 in an online format. Talks covered a wide range of topics in stochastic analysis and topical applications. Focus areas have been mean-field problems, machine learning and control, market frictions, optimal transport and signatures. Twenty excellent young researchers presented alongside to six invited speakers, including keynotes by
- Beatrice Acciaio (ETHZ)
- Christa Cuchiero (Vienna)
- Johannes Muhle-Karbe (Imperial)
- Xunyu Zhou (Columbia)
and moreover by Julio Backhoff and Ludovic Tangpi, who are Berlin-Mathematical-School- and RTG1845-Alumni who have obtained assistant professorships at the universities of Vienna and Princeton recently!
The workshop attracted strong participation from the best universities, not only from Europe but also from overseas, with a third of speakers being female. The Berlin-Oxford IRTG2544 was pleased to welcome several PhD-speakers from our partners in Oxford. It happens to be a tradition of this workshop series that some keynote speakers have attended previous instances of this workshop already as young researchers – and the strong line-up of exciting young talents makes us optimistic about this also for the future.
Everyone would have, of course, liked to come to Berlin to meet and discuss in person! Were it not for Covid-19, the young speakers would have enjoyed support to do so thanks to our sponsors, including IRTG2544 and Math+.
On behalf of the organiser Dirk Becherer, the IRTG thanks everyone for their attendance and support!
See the website for further information on the workshop and also have a look at the following two overview graphics!