Stochastic Analysis, Mathematical Finance and Economics (23w5104)

Organizers

(University of Vienna)

(London School of Economics)

Ludovic Tangpi (Princeton University)

(The University of Texas at Austin)

Description

The Institute for Advanced Study in Mathematics will host the "Stochastic Analysis, Mathematical Finance and Economics" workshop in Hangzhou, China from August 20 to August 25, 2023.


Probabilistic tools, together with a variety of methods from stochastic, functional and convex analysis and partial differential equations are routinely used in mathematical finance and economics; 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 practice of finance and regulation, 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 and economics, 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 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), Alberta's Advanced Education and Technology, and Mexico's Consejo Nacional de Ciencia y Tecnología (CONACYT).