Gastgeber*innen während der Förderung
| Prof. Dr. Peter Friz | Institut für Mathematik, Technische Universität Berlin, Berlin |
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| Beginn der ersten Förderung | 01.05.2016 |
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Projektbeschreibung der*des Nominierenden
| Professor Lyons is a leading mathematician who specializes in stochastic analysis and its application. He has gained worldwide recognition for his work on the theory of rough paths, a highly original and intriguing view on solutions of stochastic differential equations and statistics. In Germany, he will focus on Brownian motion in high-oscillatory fields, rough paths as modelling device in finance and the connections to Hairer's regularity structures. |