Stochastic Systems Simulation 
and Control (SSSC2012) 

November 5-9, 2012   

ICMAT, Madrid, Spain   


 María Barbero Liñán

 Kurusch Ebrahimi-Fard
 W. Steven Gray
 (Old Dominion Univ.)
 Matthias Kawski
 (Arizona State Univ.)
 Simon J.A. Malham
 (Heriot-Watt Univ.)

 Hans Munthe-Kaas
 (Univ. of Bergen)

 Anke Wiese
 (Heriot-Watt Univ.)


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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.)
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.

Workshop info

  Inst. de Ciencias Matemáticas
  C/ Nicolás Cabrera, nº 13-15

  Campus Cantoblanco - UAM
  28049 Madrid, Spain
  Telephone: +34 91 2999700
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