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