GEOMETRY&ALGEBRA IN STOCHASTIC DYNAMICS

Department of Mathematics, 27 – 29 January, Milano

Schedule of the workshop

 

Monday 27

 

9:30 - 10.50 Simon Malham: Stochastic Lie group integrators: principles and examples


11.00 – 12.30 Hans Munthe-Kaas
: From Lie Group integrators to rough paths on manifolds I

 

Lunch


14:15-15:00 Sergio Albeverio: An introduction to Lie’s symmetry

 

15:15-16:00 Elena Cattarin: Symmetries of SDEs using Girsanov transformations

 

Discussion

Tuesday 28


9:00 – 10:30 Anke Wiese: The exponential Lie series for Ito integrals

10:45- 11:30 De Vecchi: Symmetries of SDEs driven by semimartingales with jumps I

 

Lunch

 

14:00 – 14:45 De Vecchi: Symmetries of SDEs driven by semimartingales with jumps II

 

15:00 – 15:45 Infusino: From finite to infinite dimensional moment problems

 

Discussion

 

Wednesday 29

9:00 – 10:30 Kurusch Ebrahimi-Fard: From Lie Group integrators to rough paths on manifolds II

 

10:45 – 11:30 De Vecchi:  Supersymmetry and dimensional reduction of SDEs and SPDEs


Discussion

 

Lunch