[FAM-news] reminder for upcoming seminars and talks

Sandra Trenovatz sandra at fam.tuwien.ac.at
Thu Jul 4 09:40:40 CEST 2019


Sorry for the late announcement:

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IST Austria: Rough Paths
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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/)

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VCMF 2019 - Vienna Congress on Mathematical Finance...
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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.*

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