New directions & open problems in stochastic analysis

Stochastic analysis makes precise the intuition that paths of Markov diffusions look like Brownian motion. The struggle for similar precision applied to a larger class of random fields led to the invention of controlled paths and regularity structures and opened the way to a new approach to Euclidean quantum field theory. However, despite a lot of progress, it feels that we are still at the infancy of this rich field where analysis, geometry and algebra meet with probability theory in new ways. I will try to name few problems which I think are important to our deeper understanding of these connections.