Dear colleagues,

This is to announce the workshop on "SDEs with low-regularity coefficients: theory and numerics" https://sites.google.com/view/singular-sdes2023/home that will be held at the dept of mathematics in Torino, on 21-22 September 2023.

The objective of the meeting is to exchange ideas and recent results in 'singular stochastic analysis'.

In particular we study Stochastic Differential Equations with coefficients of low regularity. Such coefficients may be functions or (reasonably well-behaved) distributions. The driving noises can be Gaussian or non-Gaussian (e.g. fractional Brownian motion, Levy process, etc...) and the type of SDE may be a standard forward diffusion, a backward SDE or even a McKean-type SDE.

These singular SDEs can be investigated from a theoretical perspective, hence answering fundamental questions such as existence, uniqueness and regularity of the solution, long time behaviour and other features of the solutions. They can also be addressed from a numerical approximation perspective, hence designing numerical schemes and proving their convergence and relative rate of convergence.

Invited speakers are:

-

Mireille Bossy (Inria Sophia Antipolis) -

Oleg Butkovsky (Weierstrass Institute Berlin) -

Konstantinos Dareiotis (University of Leeds) -

Mate Gerencser (TU Wien) -

Ludovic Goudenege (CNRS) -

Benjamin Jourdain (Ecole des Ponts ParisTech) -

Khoa Le (University of Leeds) -

Chengcheng Ling (TU Wien) -

Stephane Menozzi (University of Evry) -

Francesco Russo (ENSTA Paris) -

Michaela Szölgyenyi (University of Klagenfurt)

The registration is free but mandatory. Deadline for registering is 10th September. Please register here https://forms.gle/D3D1CKidMGKmcQcG8.

For more info you can contact Elena Issoglio at elena.issoglio@unito.it.

Feel free to circulate the announcement to anyone who may be interested in this workshop.

Best wishes,

Elena Issoglio

*----------------------------------------------* *Dr Elena Issoglio*

*Assistant Professor in Probability **(RTD-B)* *Department of Mathematics "G. Peano", **University of Torino* *Via Carlo Alberto 10, **10123, Torino, **Italy*

*webpage: **https://sites.google.com/view/elenaissoglio/home https://sites.google.com/view/elenaissoglio/home* *webex personal room: **https://unito.webex.com/meet/elena.issoglio https://unito.webex.com/meet/elena.issoglio* *----------------------------------------------*