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Workshop on Statistics for Differential Equations Driven by Rough Paths Conference Organisation Warwick University 07-SEP-2016
Description
The workshop will aim to bring together people working on developing statistical tools for differential equations driven by rough paths (RDEs) - with Brownian or fractional Brownian motion being a particular example. The theory of rough paths is relatively new and has only recently passed from the stage of theory development to the stage where there is interest in applying these models to real data - making the need for the development of statistical tools quite urgent. The workshop is supported by CRiSM and the Leverhulme Trust. It is co-organized by Dr Tessy Papavasiliou (Warwick), Dr Harald Oberhauser (Oxford), Dr Kasia Taylor (Warwick) and me.
End Date
09-SEP-2016
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UCL Faculty Fellow Fellowship Alan Turing Institute (UK Data Science) 01-SEP-2016
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Member at London Mathematical Society Member London Mathematical Society 01-OCT-2014
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