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XVIII SCHOOL OF MATHEMATICS ‹LUIS SANTALӛ. ALGEBRAIC AND COMBINATORIAL METHODS IN STOCHASTIC CALCULUS

Información General

Código63KHHoras30
Fecha17 Jul 201721 Jul 2017Precio130 € Tarifa C
TipoEscuelaTemáticaCiencias y TecnologíaECTS1

Sede donde se gestiona

Santander

Lugar de impartición

Santander - Península de la Magdalena (Pedro Salinas - 1)

Dirección

Kurusch Ebrahimi-Fard Norwegian University of Science and TechnologyFrédéric Patras Université de NiceRoland Speicher Saarland University

COLABORACIÓN

COLABORACIÓN

Descripción de la actividad

The 18th Lluís Santaló Research Summer School will take place from Monday 17 to Friday 21 in July 2017. Its central topics will be Algebraic and Combinatorial Methods in Stochastic Calculus. The school will bring together experts in algebraic combinatorics, stochastic differential systems, rough paths theory, the theory of regularity structures, and free probability theory, to present cutting edge introductory lectures on the fruitful interplay of research in these frontier areas of modern mathematics. The unifying link between these lectures are computational, combinatorial and algebraic structures common to these disciplines. The one-week school will consist of four lecture series, one course of 4+4 hours and three courses of 5 hours each. The school will convey the basic ideas, motivations and methods, and thereby prepare a new generation of young students to make their first steps into research at the interfaces between the aforementioned areas.

In recent years, progress has been made in the understanding of algebraic and combinatorial structures underlying several exciting advancements in modern mathematics research. This includes in particular stochastic calculus considered from the point of view of rough paths theory and free probability theory. In this respect, Hopf and Lie algebraic structures have reshaped the field of algebraic combinatorics, and turn out to be crucial in the context of applications in the aforementioned areas

The 18th Lluís Santaló Research Summer School will take place from Monday 17 to Friday 21 in July 2017. Its central topics will be Algebraic and Combinatorial Methods in Stochastic Calculus. The school will bring together experts in algebraic combinatorics, stochastic differential systems, rough paths theory, the theory of regularity structures, and free probability theory, to present cutting edge introductory lectures on the fruitful interplay of research in these frontier areas of modern mathematics. The unifying link between these lectures are computational, combinatorial and algebraic structures common to these disciplines. The one-week school will consist of four lecture series, one course of 3+3 hours and three courses of 5 hours each. The school will convey the basic ideas, motivations and methods, and thereby prepare a new generation of young students to make their first steps into research at the interfaces between the aforementioned areas.

In recent years, progress has been made in the understanding of algebraic and combinatorial structures underlying several exciting advancements in modern mathematics research. This includes in particular stochastic calculus considered from the point of view of rough paths theory and free probability theory. In this respect, Hopf and Lie algebraic structures have reshaped the field of algebraic combinatorics, and turn out to be crucial in the context of applications in the aforementioned areas.

Participantes

DIRECCIÓN

Kurusch Ebrahimi-Fard
Norwegian University of Science and Technology
Frédéric Patras
Université de Nice
Roland Speicher
Saarland University

PARTICIPANTES

Giovanni Peccati
Luxembourg University, Mathematics Research Unit
Lorenzo Zambotti
Université Pierre et Marie Curie

Programa

Lunes, 17 Julio 2017

09:30
Opening
10:00
Algebraic and combinatorial aspects in stochastic calculus I
Frédéric Patras
11:00
Combinatorial Aspects of Free Probability and Free Stochastic Calculus I
Roland Speicher
12:30
Rough paths, regularity structures and renormalisation I
Lorenzo Zambotti
15:30
Fluctuations of chaotic random variables: theoretical foundations and geometric applications I
Giovanni Peccati
16:30
Fluctuations of chaotic random variables: theoretical foundations and geometric applications II
Giovanni Peccati

Martes, 18 Julio 2017

09:30
Algebraic and combinatorial aspects in stochastic calculus II
Kurusch Ebrahimi-Fard
10:30
Rough paths, regularity structures and renormalisation II
Lorenzo Zambotti
12:00
Combinatorial Aspects of Free Probability and Free Stochastic Calculus II
Roland Speicher
15:00
Fluctuations of chaotic random variables: theoretical foundations and geometric applications III
Giovanni Peccati
16:00
Fluctuations of chaotic random variables: theoretical foundations and geometric applications IV
Giovanni Peccati

Miércoles, 19 Julio 2017

09:30
Fluctuations of chaotic random variables: theoretical foundations and geometric applications V
Giovanni Peccati
10:30
Algebraic and combinatorial aspects in stochastic calculus III
Kurusch Ebrahimi-Fard
12:00
Algebraic and combinatorial aspects in stochastic calculus IV
Frédéric Patras

Jueves, 20 Julio 2017

09:30
Combinatorial Aspects of Free Probability and Free Stochastic Calculus III
Roland Speicher
10:30
Combinatorial Aspects of Free Probability and Free Stochastic Calculus IV
Roland Speicher
12:00
Algebraic and combinatorial aspects in stochastic calculus V
Kurusch Ebrahimi-Fard
15:00
Rough paths, regularity structures and renormalisation III
Lorenzo Zambotti
16:00
Rough paths, regularity structures and renormalisation IV
Lorenzo Zambotti

Viernes, 21 Julio 2017

09:30
Rough paths, regularity structures and renormalisation V
Lorenzo Zambotti
10:30
Combinatorial Aspects of Free Probability and Free Stochastic Calculus V
Roland Speicher
12:00
Algebraic and combinatorial aspects in stochastic calculus VI
Frédéric Patras
13:00
Closing