Stochastic Analysis and its Applications (18w5080)

The Casa Matemática Oaxaca (CMO) will host the "Stochastic Analysis and its Applications" workshop from May 13th to May 18th, 2018.

Probabilistic tools, together with a variety of methods from stochastic, functional and convex analysis and partial differential equations are routinely used in mathematical finance; in fact, the field draws from a host of other mathematical disciplines to accomplish its goals. Prior advances in this field have not only made a huge impact on the financial practice, but have also inspired a number of breakthroughs in related areas of mathematics traditionally regarded as theoretical. In this workshop, we bring together a group of experts and young researchers in various sub-areas of mathematical finance, with a special focus on those whose work draws heavily on stochastic analysis. Our goal is to foster a free interchange of ideas and facilitate sharing of some of the recent results in this challenging field.

The Casa Matemática Oaxaca (CMO) in Mexico, and the Banff International Research Station for Mathematical Innovation and Discovery (BIRS) in Banff, are collaborative Canada-US-Mexico ventures that provide an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station in Banff is supported by Canada's Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), Alberta's Advanced Education and Technology, and Mexico's Consejo Nacional de Ciencia y Tecnología (CONACYT). The research station in Oaxaca is funded by CONACYT.