New Trends in Rough Analysis: Open Challenges and Applications (26w5541)

Organizers

Xi Geng (The University of Melbourne)

Hao Ni (UCL)

Harald Oberhauser (University of Oxford)

Anastasia Papavasiliou (Warwick University)

Description

The Institute for Advanced Study in Mathematics will host the "New Trends in Rough Analysis: Open Challenges and Applications" workshop in Hangzhou, China from June 21 to June 26, 2026.


The theory of rough paths provides the modern mathematical language and precise analytic tools for the study of complex dynamical systems that evolve under the influence of highly irregular signals. Lying at the interface of various mathematical areas, the development of rough path theory involves a broad range of deep mathematical tools from algebra, geometry, analysis and probability. It has led to enormous novel applications in stochastic analysis, in particular, the study of stochastic differential equations.


The signature transform, being a central and fundamental concept in rough path theory, carries rich mathematical structures and provides an effective summary of the complicated geometric information encoded in rough paths. Over the past few years, mathematicians have started to connect more recent theoretical advancements in this field to applied data science challenges that range from healthcare to computer vision. These real-world applications have in turn stimulated new mathematical challenges and the need for exploring deeper mathematical properties of the signature transform. The aim of this workshop is to bring together experts in various mathematical areas to share new discoveries and ideas on these open problems, thereby strengthening existing inter- and intra-disciplinary cooperation and fertilizing novel collaborations.


The Institute for Advanced Study in Mathematics (IASM) in Hangzhou, China, 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) and Alberta Technology and Innovation.