Stochastic analysis is the branch of mathematics that deals with the study of processes that exhibit randomness. It combines techniques from probability theory, analysis and geometry to analyze and model phenomena where outcomes are not deterministic but instead modeled by random variables. Stochastic analysis plays a crucial role in various fields including mathematical finance, deep learning, biology and physics. This project aims to advance the theory of stochastic analysis in complex spaces, including coarse structures like fractals, through an ambitious research program. At Aarhus University, we will bring together experts to develop new methods and address the outstanding challenges in the theory.
Funded by a Villum Investigator grant. It will fund 3 PhD students, 5 postdocs and an Assistant Professor.
The project will run in the period 1 November 2025 until 31 October 2031.
