Rough objects in probability

IAS Visiting Fellow Dr Ilya Chevyrev delivers a seminar on their research - 

Probability theory frequently involves the study of very rough stochastic objects, such as Brownian motion, to which the usual rules of calculus do not apply. In the last 20 years, there have been significant developments in probability theory which allow us to make sense of such rough objects and study their properties. These developments in particular have given us methods to rigorously solve a wide class of stochastic (partial) differential equations. In this talk, Dr Chevyrev will give a brief introduction to this topic, describe the problems that these methods can address, and indicate links with neighbouring fields in mathematics, including dynamical systems and quantum field theory.

Arrivals from 11:45 am for a 12:00 noon start. For those joining in-person, lunch will be served after the seminar from 1:00pm.

This event is hybrid format, please use the required booking button at the bottom of the page to choose either in-person or online attendance.
(Please note that in-person spaces are limited and booking is required, so we can manage numbers for catering and also the space in the seminar room)

By booking a place at this event, attendees agree to behave in a respectful manner such that everyone feels comfortable contributing as they wish. The IAS reserves the right to eject anyone who does not abide by this policy.

IAS seminars are typically recorded, minus any Q&A sessions at the end, again to encourage contributions. The recordings are then uploaded to our website on a Fellows bio page and/or Programme page, along with our IAS YouTube Channel. If you are not able to attend a seminar live, please do still register for the Zoom Webinar, as we will email everyone who registered to let them know once the recordings are made available.