New directions & open problems in stochastic analysis

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


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.

Katja Heid

Max Planck Institute for Mathematics in the Sciences Contact via Mail

Rishabh Gvalani

Francesco Mattesini

Felix Otto

Markus Tempelmayr