Upcoming Talks

Ist logo

Mini-course consisting of two sessions: Rough paths, Rough volatility and Regularity Structures

Date: Friday, July 5, 2019 10:15 - 11:45
Speaker: Peter FRIZ (TU Berlin)
Location: Heinzel Seminar Room / Office Bldg West (I21.EG.101)
Series: Mathematics and CS Seminar
Host: Jan Maas

Day#2: There will be some flexibility, and I am happy to cater to interests of the audience. Possible topics include: Rough semimartingales, rough paths with jumps, applications (of rough paths and regularitystructures) to large deviations and Laplace method, applications to Multiscale Systems, Homogenization.
Qr image
Download ICS Download invitation
Back to eventlist