GRK 2544:  Stochastic Analysis in Interaction

• Subject Area: Mathematics
• Term: since 2020
• Website: Homepage
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 410208580

Stochastic Analysis has arguably entered a golden age in recent years, spectacularly expanding further its considerable mathematical depth while breathing and growing strongly through its many applications in other areas. The Fields medals awarded to Wendelin Werner (2006), Stanislav Smirnov (2010), and then Martin Hairer (2014) have provided tremendously rich topics of intrinsic mathematical interest for early career researchers to investigate. The field's ability to model and analyse complexrandom effects make it indispensable in Physics, Biology, Quantitative Finance, Engineering and Data Science. In fact, today, transferable progress in these areas often relies crucially on the development of rigorous and novel tools from Stochastic Analysis.The researchers from Berlin and Oxford putting forward this proposal for an International Research Training Group on “Stochastic Analysis in Interaction” share the vision to train a new generation of researchers: one that will be able to master and shape further the mathematical foundations of this theory while being exposed also to the multitude of its interactions early in their career, with all the potential of making outstanding further contributions in and beyond academia.The Stochastic Analysis groups in Berlin and Oxford have an international reputation for conducting first class research and attracting outstanding graduate students. There are well established close ties between the two groups, with a number of co-examined PhD students and with postdocs leaving one group to join the other, in the cases of Jochen Blath and Harald Oberhauser even as faculty members who are among the applicants in this proposal. More than 10 "Berlin-Oxford"-workshops in recent years have offered in particular early career researchers a platform to disseminate their ideas and start new collaborations. The proposed IRTG will put this successful exchange on a much wider and stronger basis. The principal researchers of this proposal have combined their expertise to identify a sizeable number of ambitious thesis topics for students to choose from, each ensuring mutually beneficial exchanges of ideas and competences between Berlin and Oxford. The proposed IRTG will be uniquely positioned and offer extraordinarily attractive opportunities for the strongest mathematical talent from Germany, Great Britain, Europe and beyond.

• DFG Programme: International Research Training Groups
• International Connection: United Kingdom
• Applicant Institution: Technische Universität Berlin
• Co-Applicant Institution: Humboldt-Universität zu Berlin
• Participating Institution: Weierstraß-Institut für Angewandte Analysis und Stochastik (WIAS); Leibniz-Institut im Forschungsverbund Berlin e. V.
• IRTG-Partner Institution: University of Oxford
• Spokesperson: Professor Dr. Peter Bank
• IRTG-Partner: Spokesperson: Professor Terry Lyons, Ph.D.
• Participating Researchers: Privatdozent Dr. Christian Bayer; Professor Dr. Dirk Becherer; Professor Dr. Christoph Belak, since 10/2020; Professor Dr. Jochen Blath; Professor Dr. Jean-Dominique Deuschel; Professorin Dr. Ana Djurdjevac, since 6/2023; Professor Dr. Peter Karl Friz; Professor Dr. Ulrich Horst; Professorin Dr. Dörte Kreher; Professorin Dr. Noemi Kurt; Professor Dr. Wolfgang König; Professor Dr. Nicolas Perkowski; Professor Dr. Markus Reiß; Professor Dr. Wilhelm Stannat; Professorin Dr. Maite Wilke-Berenguer, since 9/2022