CORDIS Project
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This project explores geometric and pathwise concepts in probability theory, focusing on their applications in various fields such as finance and statistical physics. The research aims to extend existing theories and investigate new problems related to rough paths and their geometric implications.
Recent years have seen an explosion of applications of geometric and pathwise ideas in probability theory, with motivations from fields as diverse as quantitative finance, statistics, filtering, control theory and statistical physics.
Much can be traced back to Bismut, Malliavin (1970s) on the one-hand and then Doss, Sussman (1970s), Foellmer (1980s) on the other hand, with substantial new input from Lyons (from '94 on), followed by a number of workers, including Gubinelli (from '04 on) and the…
TECHNISCHE UNIVERSITAT BERLIN
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Germany, Berlin
Type: Research institute
Activity type: Research Organisations
SME: No
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