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The Conference will address cutting-edge topics in stochastic perturbation methods, primarily financial mathematics, but also large deviations theory, homogenization, and waves in random media. A special focus will be placed on novel applications of probability and stochastics for systemic risk in financial networks, mean field games, stochastic volatility modeling, analysis of high-frequency financial data and multi-scale stochastic models of interacting particle systems.

The meeting is joint with the Sixth Western Conference on Mathematical Finance, and also to honor Jean-Pierre Fouque on the occasion of his 60th birthday.

JP Fouque