Participants: (updated 19/10/2012) • María Barbero Liñán (ICMAT-UC3M) • Anthony Bloch (Univ. of Michigan) • Roger Brockett (Harvard Univ.) • Evelyn Buckwar (Univ. of Linz) • Sonja Cox (Innsbruck Univ.) • Charles Curry (Heriot-Watt Univ.) • Joscha Diehl (TU Berlin)
• Luis Duffaut Espinosa (ADFA) • Kurusch Ebrahimi-Fard (ICMAT-CSIC) • Loïc Foissy (Reims Univ.) • Peter Friz (TU Berlin) • W. Steven Gray (Old Dominion Univ.) • Robert Grossman (Univ. of Chicago) • Massimiliano Gubinelli (Paris Dauphine) • Uwe Helmke (Würzburg Univ.) • Darryl Holm (Imperial College) • Matthias Kawski (Arizona State Univ.) • David Kelly (Univ. of Warwick) • Anne Kværnø (NTNU) • Simon J.A. Malham (Heriot-Watt Univ.) • Dominique Manchon (CNRS) • David Martín de Diego (ICMAT-CSIC) • Igor Mencattini (Univ. de São Paulo) • Hans Munthe-Kaas (Univ. of Bergen) • Frédéric Patras (CNRS) • Nizar Touzi (Ecole Polyt., Paris) • Joris Vankerschaver (Imperial College) • Anke Wiese (Heriot-Watt Univ.)
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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. These are supposed to be very informal and of an
introductory and/or expository nature, outlining the frontier of
research, open problems and possible routes/topics for discussion
sessions and working groups in the afternoon. They in turn report back
to the workshop as a whole at the end of the day or sometime the next
day. The workshop structure progresses dynamically through the week as
an organising committee meets daily to set the agenda ahead, using
feedback from the participants.

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