The main goal of this Spring school is to promote recent advances in irregular stochastic analysis, in particular in the study of models with irregular coefficients and non-Markovian properties. Special emphasis will be put on multiscale phenomena and the relation between their microscopic and macroscopic behaviours. Those will be investigated in the context of mathematical physics (for instance hydrodynamics), as well as in life science (for instance in chemotaxis and oncology), chemistry, economics, or complex systems.