Objetivo "Recent years have seen an explosion of applications of geometric and pathwise ideas in probability theory, with motivations from fields as diverse as quantitative finance, statistics, filtering, control theory and statistical physics. Much can be traced back to Bismut, Malliavin (1970s) on the one-hand and then Doss, Sussman (1970s), Foellmer (1980s) on the other hand, with substantial new input from Lyons (from '94 on), followed by a number of workers, including Gubinelli (from '04 on) and the writer of these lines (also from '04 on). Most recently, the theory of such ``rough paths"" has been extended to ``rough fields"", notably in the astounding works of M. Hairer (from '13 on). The purpose of this project is to study a number of important problems in this field, going beyond the rough path setting, and with emphasis on geometric ideas. (i) The transfer of concepts from rough path theory to the new world of Hairer's regularity structures.(ii) Applications of geometric and pathwise ideas in quantitative finance.(iii) Obtain a pathwise understanding of the geometry of Loewner evolution and more generally explore the use of rough path-inspired ideas in the world of Schramm-Loewner evolution.(iv) Investigate the role of geometry in the pathwise analysis of non-linear evolution equations." Ámbito científico social sciencespolitical sciencespolitical transitionsrevolutionsnatural sciencesmathematicspure mathematicsgeometrynatural sciencesmathematicsapplied mathematicsstatistics and probabilitynatural sciencesmathematicspure mathematicsmathematical analysisdifferential equationspartial differential equations Palabras clave Pathwise stochastic analysis Programa(s) H2020-EU.1.1. - EXCELLENT SCIENCE - European Research Council (ERC) Main Programme Tema(s) ERC-CoG-2015 - ERC Consolidator Grant Convocatoria de propuestas ERC-2015-CoG Consulte otros proyectos de esta convocatoria Régimen de financiación ERC-COG - Consolidator Grant Institución de acogida TECHNISCHE UNIVERSITAT BERLIN Aportación neta de la UEn € 1 180 000,00 Dirección STRASSE DES 17 JUNI 135 10623 Berlin Alemania Ver en el mapa Región Berlin Berlin Berlin Tipo de actividad Higher or Secondary Education Establishments Enlaces Contactar con la organización Opens in new window Sitio web Opens in new window Participación en los programas de I+D de la UE Opens in new window Red de colaboración de HORIZON Opens in new window Coste total € 1 180 000,00 Beneficiarios (2) Ordenar alfabéticamente Ordenar por aportación neta de la UE Ampliar todo Contraer todo TECHNISCHE UNIVERSITAT BERLIN Alemania Aportación neta de la UEn € 1 180 000,00 Dirección STRASSE DES 17 JUNI 135 10623 Berlin Ver en el mapa Región Berlin Berlin Berlin Tipo de actividad Higher or Secondary Education Establishments Enlaces Contactar con la organización Opens in new window Sitio web Opens in new window Participación en los programas de I+D de la UE Opens in new window Red de colaboración de HORIZON Opens in new window Coste total € 1 180 000,00 FORSCHUNGSVERBUND BERLIN EV Alemania Aportación neta de la UEn € 285 000,00 Dirección RUDOWER CHAUSSEE 17 12489 Berlin Ver en el mapa Región Berlin Berlin Berlin Tipo de actividad Research Organisations Enlaces Contactar con la organización Opens in new window Sitio web Opens in new window Participación en los programas de I+D de la UE Opens in new window Red de colaboración de HORIZON Opens in new window Coste total € 285 000,00
