Lake Como School — SDFA: Stochastic dynamics: foundations and applications

Stochastic dynamics arise naturally in the mathematical analysis of random phenomena in several fields such as physics, biology, economics, and engineering. Besides the numerous applications, the mathematics behind stochastic dynamics is extremely challenging as it lies on the boundary of several fields, such as infinite dimensional analysis, probability, stochastic and functional analysis, PDE theory, and even theoretical physics. The complexity of the topics involved requires naturally the interplay of researchers from different areas of expertise. The aim of the school is to bring together young researchers and PhD students and to give them the possibility of a close interaction with international colleagues and worldwide-recognised scientists. The objective of the courses is to provide insights in the direction of foundations of the theory as well as more subtle applications.