This workshop is of an exploratory nature bringing together experts in stochastic differential systems, rough paths, geometric control, stochastic control and simulation. The organisers perceive unifying underlying computational and algebraic structures to these disciplines that will generate definitive and substantial research cross-overs and advances. To achieve this we propose a novel workshop format, along the lines of those held at the American Institute of Mathematics (AIM) and Oberwolfach. Nominated experts give feeder presentations in their areas on successive mornings.
Monday, November 5, 2012 - 3:30am to Friday, November 9, 2012 - 11:30am
Institute of Mathematical Sciences (ICMAT) C/ Nicolás Cabrera, nº 13-15 Campus de Cantoblanco, UAM 28049 Madrid SPAIN