Mini-course consisting of two sessions: Rough paths, Rough volatility and Regularity Structures
Date
Friday, July 5, 2019 10:15 - 11:45
Speaker
Peter FRIZ (TU Berlin)
Location
Heinzel Seminar Room / Office Bldg West (I21.EG.101)
Series
Seminar/Talk
Tags
Mathematics and CS Seminar, mathematical_seminar_ics
Host
Jan Maas
Contact
Day#2: 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.