* Includes coffee breaks, guided tour and social dinner.

Conference on Stochastic Analysis and Stochastic Partial Differential Equations

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From May 30, 2022
to June 03, 2022

This event will be held on-site at the Centre de Recerca Matemàtica 

* Wednesday sessions will take place at the Historical Building of the Universitat de Barcelona

Registration deadline 18 / 05 / 2022


The goals of this conference are to bring together internationally renowned researchers working on various topics related to stochastic analysis and, particularly, to the theory and applications of stochastic partial differential equations, and to expose and attract graduate students and young researchers to this steadily growing area.


Vlad Bally  |  Université Paris Est | Abstract

Dan Crisan  Imperial College London | Abstract

Anne de Bouard  |  École Polytechnique | Abstract

Arnaud Debussche  |  École Normale Supérieure de Rennes | Abstract

Aurélien Deya  Université de Lorraine | Abstract

Giulia di Nunno  University of Oslo | Abstract

Peter Friz  Technische Universität Berlin | Abstract

Archil Gulisashvili | Ohio University | Abstract

Istvan Gyongy  University of Edinburgh | Abstract

Peter Imkeller  Humboldt Universität Berlin | Abstract

Maria Jolis  Universitat Autònoma de Barcelona | Abstract


Arturo Kohatsu  Ritsumeikan University, Kyoto | Abstract

Sylvie Méléard  |  École Polytechnique | Abstract

Annie Millet  Université Paris 1 Pantheon-Sorbonne | Abstract

Carl Mueller  University of Rochester | Abstract

Ivan Nourdin   University of Luxembourg | Abstract

Giovanni Peccati  University of Luxembourg | Abstract

Michael Röckner  Universität Bielefeld | Abstract

Francesco Russo  Institut Polytechnique de Paris | Abstract

Samy Tindel  Purdue University | Abstract

Lorenzo Zambotti  Université de Paris | Abstract



Participants have the option to contribute with a talk or a poster presentation if they wish to do so. Posters have to measure 841cm x 1189cm (A0).

To apply, please select the relevant option during the registration process.
Deadline: 25/04/2022
Resolution: 10/05/2022


Sandra Cerrai  University of Maryland

Mohammud Foondun  University of Strathclyde

Davar Khoshnevisan  | University of Utah

David Márquez-Carreras  Universitat de Barcelona

Lluís Quer-Sardanyons  Universitat Autònoma de Barcelona

Josep Vives  Universitat de Barcelona



May 30th


May 31st


June 1st


June 2nd


June 3rd

9:00 - 9:30



Joan Guàrdia (rector Mgfc de la Universitat de Barcelona)

Oriol Pujol (degà de la Facultat de Matemàtiques i Informàtica)

Alícia Casals (presidenta de la Secció de Ciències i Tecnologia de l’Institut d’Estudis Catalans)

Dolors Herbera i Espinal (presidenta de la Societat Catalana de Matemàtiques)

Joaquim Ortega (director de l’IMUB)

Victoria Otero (vicepresidenta de la Real Sociedad Matemática Española)

Lluís Alsedà (director del Centre de Recerca Matemàtica)

Volker Mehrmann (president de la European Mathematical Society)

Marta Sanz-Solé (catedràtica de la Facultat de Matemàtiques i Informàtica)

9:30 - 10:00

Istvan Gyongy  (University of Edinburgh)

On nonlinear filtering of jump diffusions

Carl Mueller (University of Rochester)

Self-Avoiding Models of Moving Polymers and Surfaces

Annie Millet (Université Paris 1 Pantheon-Sorbonne) 

Space-time discretization schemes for the 2D Navier Stokes equations with additive noise

Dan Crisan (Imperial College London)

Solution properties of an incompressible Stochastic Euler system

10:00 - 10:15


10:15 - 10:30

Arturo Kohatsu-Higa (Ritsumeikan University)

Probabilistic representation of the derivative of a one dimensional killed diffusion semigroup and associated BEL formula

Aurélien Deya (Université de Lorraine)

A Young approach to hyperbolic Anderson model

Francesco Russo (Institut Polytechnique de Paris)

Semimartingales with jumps, weak Dirichlet processes and path-dependent martingale problems

Arnaud Debussche (École Normale Supérieure de Rennes) 

Transport noise models from two-scale systems with additive noise in fluid dynamics

10:30 - 11:00

UB Colloquiums

Michael Röckner (Universität Bielefeld) 

Taming Uncertainty and Profiting from Randomness

11:00 - 11:30





11:30 - 12:00

Giulia Di Nunno (University of Oslo) 

Optimal control of Volterra type equations: from finite to infinite dimensions and return

Ivan Nourdin (University of Luxembourg)

The Breuer-Major theorem: old and new


Anne de Bouard (École Polytechnique)

Stochastic Gross-Pitaevskii equation and invariant measure 

Vlad Bally (Université Paris Est)

Construction of Boltzmann and McKean Vlasov Type Flows (The Sewing Lemma Approach)

12:00 -12:15

UB Colloquiums

Samy Tindel (Purdue University) 

Waving Marta Goodbye

12:15 - 13:00

Sylvie Méléard (École Polytechnique)

Filling the gap between individual-based evolutionary models and Hamilton-Jacobi equations 

Giovanni Peccati (University of Luxembourg)

Wiener chaos and the geometry of Gaussian random waves

Peter Friz (Technische Universität Berlin) 

Rough stochastic Analysis

Maria Jolis (Universitat Autònoma de Barcelona)

Some results of convergence in law to the solution of stochastic PDEs 

13:00 - 13:15






13:00 - 15:00

15:00 - 15:45

Archil Gulisashvili (Ohio University) 

Multivariate Stochastic Volatility Models and Large Deviation Principles 

Peter Imkeller (Humboldt Universität Berlin)

Geometric properties of some rough Weierstrass and Takagi type curves: SBR measure and local time

Lorenzo Zambotti (Université de Paris) 

Renormalisation from Quantum Field Theory to SPDEs

15:45 - 16:15

Sonja Cox (University of Amsterdam)

An affine infinite-dimensional stochastic volatility model

Marco Rehmeier (Bielefeld University)

Nonuniqueness in law for stochastic hypodissipative Navier-Stokes equations

Oana Lang (Imperial College London)

On maximal and global solutions for stochastic shallow water models

16:15 - 16:45




16:45 - 17:00

Adrián Hinojosa Calleja (Universitat de Barcelona)

A linear stochastic biharmonic heat equation: hitting probabilities

Adrian Falkowski (Nicolaus Copernicus University in Toru)

Mean reflected stochastic differential equations with two constraints

Liliana Peralta (Universidad Nacional Autónoma de México)

Controllability of some semilinear parabolic SPDEs

17:00 - 17:15

Guided visit to Sagrada Família

17:15 - 17:45

Vitalii Makogin (University of Ulm)

Fractional integral equations with weighted Takagi-Landsberg functions

Asma Khedher (University of Amsterdam)

Utility maximisation and change of variable formulas for time-changed dynamics 

Carsten Chong (Columbia University)

The stochastic heat equation with multiplicative Lévy noise: Existence, intermittency, and multifractality

17:45 - 18:30

Poster Session

18:30 - 19:30


Dinner in Barcelona

contributed talks

Sonja Cox | University of Amsterdam | Abstract
Carsten Chong | Columbia University | Abstract
Adrián Falkowski | Nicolaus Copernicus University in Toru | Abstract
Asma Khedher | University of Amsterdam | Abstract
Adrián Hinojosa Calleja | Universitat de Barcelona | Abstract
Oana Lang | Imperial College London | Abstract
Vitalii Makogin | University of Ulm | Abstract
Liliana Peralta | Universidad Nacional Autónoma de México | Abstract

poster session

Gergely Bodó | King’s College London | Abstract
Neeraj Bhauryal | University of Lisbon | Abstract
Stefano Bruno | University of Bath | Abstract
Qiao Huang | University of Lisbon | Abstract
Pavel Kriz | Charles University in Prague | Abstract
Ana Merkle | University of Belgrade | Abstract
Marco Rehmeier | Bielefeld University | Abstract
Stefane Saize | Universidade Eduardo Mondlane | Abstract
Jana Snuparkova | University of Chemistry and Technology | Abstract
Ondrej Týbl | Charles University in Prague | Abstract



Registration fee 120€ which includes coffee breaks, guided tour and social diner.


IF YOUR INSTITUTION COVERS YOUR REGISTRATION FEE: Please note that, in case your institution is paying for the registration via bank transfer, you will have to indicate your institution details and choose “Transfer” as the payment method at the end of the process.


*If the paying institution is the UPF / UB/ UPC / UAB, after registering, please send an email to with your name and the institution internal reference number that we will need to issue the electronic invoice. Please, send us the Project code covering the registration if needed.

Paying by credit card

IF YOU PAY VIA CREDIT CARD but you need to provide the invoice to your institution to be reimbursed, please note that we will also need you to send an email to providing the internal reference number given by your institution and the code of the Project covering the registration (if necessary).

List of participants

Name Institution
Stefane Saize Universidade Eduardo Mondlane
Annie Millet University Paris 1 Panthéon Sorbonne
Ivan Nourdin University of Luxembourg
Arnaud Debussche Ecole normale supérieure de Rennes
Wanchang Zhang The Technical University of Catalonia
Víctor Hernández-Santamaría Universidad Nacional Autónoma de México
Varun Chhabra Defence Science Technology Laboratory
Giulia Di Nunno University of Oslo
David Marquez-Carreras Universitat de Barcelona
José M. Corcuera Universitat de Barcelona
Adrián Hinojosa Calleja Universitat de Barcelona
Josep Vives Universitat de Barcelona
Marta Sanz-Solé Universitat de Barcelona
Xavier Bardina Universitat Autònoma de Barcelona
Lluís Quer-Sardanyons Universitat Autònoma de Barcelona
Giulia Binotto Universitat Autònoma de Barcelona
Maria Jolis Universitat Autònoma de Barcelona
Aureli Alabert Universitat Autònoma de Barcelona
Alejandra Cabaña Universitat Autònoma de Barcelona
Elisa Alòs Universitat Pompeu Fabra
Eulalia Nualart Universitat Pompeu Fabra
Jana Šnupárková University of Chemistry and Technology
Pavel Kríž Charles University in Prague
Ondrej Tybl Charles University in Prague
Sylvie Meleard École Polytechnique
Anne de Bouard École Polytechnique
Lorenzo Zambotti Pierre-and-Marie-Curie University
Aurelien Deya University of Lorraine
Francesco Russo University of Paris 13
Vitalii Makogin University of Ulm
Röckner Michael Bielefeld University
Marco Rehmeier Bielefeld University
Lena Schadow University of Lübeck
Felix Kastner University of Lübeck
Liliana Peralta National Autonomous University of Mexico
Asma Khedher University of Amsterdam
Sonja Cox University of Amsterdam
Max Sauerbrey Delft University of Technology
Adrian Falkowski Nicolaus Copernicus University in Toru?
Qiao Huang University of Lisbon
Neeraj Bhauryal University of Lisbon
Ana Merkle University of Belgrade
Matija Vidmar University of Ljubljana
Daniel Goodair Imperial College London
Dan Crisan Imperial College London
Oana Lang Imperial College London
Fabian Germ University of Edinburgh
Gergely Bodó King's College London
Stefano Bruno University of Bath
Mohammud Foondun University of Strathclyde
Carsten Chong Columbia University
Carl Mueller University of Rochester
Yukun Li University of Central Florida
Archil Gulisashvili Ohio University

lodging information




For inquiries about this event please contact the research programs coordinator Ms. Núria Hernández at​​