Online Workshop on Stochastic Analysis

General Information

The aim of this learning workshop is to introduce researchers to foundations of stochastic analysis in both commutative and noncommutative settings. The workshop will take place on June 21 - 24 of 2021 at 16:00 - 18:00 US Mountain Time (GMT-6), which is June 22 - 25 at 8:00 - 10:00 Australian Eastern Time (GMT+10). The deadline for registration is June 14.



Speaker:  Thomas Scheckter ( University of New Mexico)
- Basics of stochastic integration.
- Basics of stochastic differential equations.
- Directions in operator valued SDEs.
- Operator valued and noncommutative analysis.
- Free probability and stochastic analysis.
For further reading see the list of references.
Suggested mathematics background for the audience:   probability theory, measure theory, functional analysis for all lectures; matrix (more generally, operator) theory for lectures 3,4,5.

Additional Topic-Featured Lectures

Speaker:  Pierre Portal (Australian National University)
Topic:  Doss-Sussmann transform.
The video lecture is followed by a discussion in Zoom scheduled below.
Additional resources:   "Stochastic Analysis and its Financial Applications" course lecture notes and video lectures.

Speaker:  Edward McDonald (University of New South Wales)
Topic: Free stochastic calculus of Biane and Speicher.

Schedule (Mountain Daylight Time, GMT -6 hours)

June 21
16:00 - 16:50 Thomas, mini-course I
17:00 - 17:50 Thomas, mini-course II, lectures 1,2

June 22
16:00 - 16:50 Thomas, mini-course III, lecture 3
17:00 - 17:50 Pierre, discussion of the posted video lecture

June 23
16:00 - 16:50 Thomas, mini-course IV, lecture 4
17:00 - 17:50 Edward, I

June 24
16:00 - 16:50 Thomas, mini-course V, lecture 5
17:00 - 17:50 Edward, II, lectures 1,2

The workshop is sponsored by National Science Foundation CAREER grant DMS-1554456 and organized by Anna Skripka.

Pierre Portal, Australian National University
Fui Swen Kuh, Australian National University
Joel Hochstetter, University of Sydney
Lachlan MacDonald, University of Adelaide
Jasper Fox Barr, University of Adelaide
Abraham Ng, University of Wollongong
Edward McDonald, University of New South Wales
Prosha Rahman, University of New South Wales
Mason Shen, University of New South Wales
Joe Chen, University of New South Wales
Jasper Fox Barr, University of Adelaide
Xiaoyu Li, University of New South Wales
Nathan Lee, University of New South Wales
Alan Stoneham, University of New South Wales
Meiram Akhymbek, University of New South Wales
Oliver Bruhl, University of New South Wales
Rumi Salazar, University of New South Wales
Daniel Czapski, University of New South Wales
Amudhan Krishnaswamy-Usha, Delft University of Technology
Li Gao, Technical University of Munich
Jintao Deng, University of Waterloo
Jamie Mingo, Queen's University
Sitanshu Gakkhar, California Institute of Technology
Yiqiu Shen, University of Southern California
Nicholas LaRacuente, University of Chicago & Chicago Quantum Exchange
Nicolas Escobar, Indiana University
Raul E Curto, University of Iowa
Palle Jorgensen, University of Iowa
Rajinda Wickrama, University of Iowa
Dominique Guillot, University of Delaware
Gennady Uraltsev, University of Virginia
Tahmineh Azizi, Kansas State University
Sultanah Masmali, Kansas State University
Supun Samarakoon, Texas A&M University
Kamran Reihani, Texas A&M University
Jacob Mashburn, Texas A&M University
Mihai Popa, University of Texas at San Antonio
Chian Yeong Chuah, Baylor University
Zhen-Chuan Liu, Baylor University
Gary Weiss, University of Cincinnati
Minhchu Gao, Louisiana College
Ping Wong Ng, University of Louisiana at Lafayette
Arindam Sutradhar, University of Louisiana at Lafayette
Haojian Li, University of Illinois Urbana-Champaign
Advith Govindarajan, University of Illinois Urbana-Champaign
Peixue Wu, University of Illinois Urbana-Champaign
David Li, Miami University
Marius Ionescu, United States Naval Academy
Thomas Scheckter, University of New Mexico
Anna Skripka, University of New Mexico
Maxim Zinchenko, University of New Mexico
Roman Sverdlov, University of New Mexico
David Stewart, University of New Mexico
Nate Kornetzke, University of New Mexico
Lihang Liu, University of New Mexico
Maria Cristina Pereyra, University of New Mexico