Programs

Organizers

Samy Tindel, Purdue University ✉ 🌐

Jian Song (宋健), Shandong University ✉ 🌐

Le Chen (陈乐), Auburn University ✉ 🌐

Fei Lu (卢飞), The Johns Hopkins University ✉ 🌐

Xiong Wang (王雄), Sun Yat-sen University ✉ 🌐

Abstract

This workshop will convene researchers working at the intersection of stochastic analysis, stochastic partial differential equations (SPDEs), fractional Brownian motion, and Malliavin calculus, with additional perspectives from numerical methods and statistics. The program will feature survey lectures and research talks highlighting recent advances in theory, computation, and applications, including problems motivated by mathematical finance and related applied sciences. By bringing together leading experts and early-career researchers, the meeting aims to foster dialogue across subcommunities, identify emerging directions, and catalyze new collaborations in stochastic analysis and SPDEs.