Sorry for the late announcement: ------------------------------------------------------------------------ IST Austria: Rough Paths ------------------------------------------------------------------------ Th./Fr., 04. & 05.07.2019, 10:15–11:45, Heinzel Seminar Room IST Austria, Office Bldg West (I21.EG.101) Peter Friz (TU Berlin, Germany) http://page.math.tu-berlin.de/~friz/ Mini-course consisting of two sessions: "Rough paths, Rough volatility and Regularity Structures" Day #1 (https://talks-calendar.app.ist.ac.at/generate_invitation/2024): The lecture is loosely based on the book [F-Hairer, Course on Rough Paths, with an Introduction to Regularity Structures, Springer 2014] but I will aim for a balance between introductory/standard material and advanced topics taken from the 2nd edition (in preparation), hopefully making the talk accessible to a diverse audience. Among the new material I will introduce the rough volatility model from quantitative finance as simple (but not too simple) example of a regularity structures that exhibits many features also seen in the analysis of singular stochastic partial differential equations like KPZ. Day#2 (https://talks-calendar.app.ist.ac.at/generate_invitation/2025): 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. With a printout of the invitations (see links above) you can use the shuttle between Heiligenstadt and IST Austria for free. (https://ist.ac.at/de/campus/anreise/) ------------------------------------------------------------------------ VCMF 2019 - Vienna Congress on Mathematical Finance... ------------------------------------------------------------------------ 2nd Vienna Congress on Mathematical Finance 2019 & VCMF Educational Workshop (jointly organised by WU Wien, TU Wien and University of Vienna) WU Vienna, Mon-Fri, September 9-13, 2019 https://fam.tuwien.ac.at/vcmf2019/ *The early registration was prolonged until July 6, 2019.* ------------------------------------------------------------------------