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New directions & open problems in stochastic analysis

  • Massimiliano Gubinelli (University of Oxford)
E1 05 (Leibniz-Saal)

Abstract

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.

Katharina Matschke

MPI for Mathematics in the Sciences Contact via Mail