Workshop on Stochastic Analysis, Financial Mathematics and AI Methods
Time: Tue 2026-05-19 10.00 - 15.00
Location: D3 (Lindstedtsvägen 5)
Participating: Fabian Andsem Harang, Emanuela Rosazza Gianin,Linn Engström,Kai Shao, Olena Tymoshenko, Jan Rems.
Abstract: This workshop brings together researchers working in stochastic analysis, stochastic control, mathematical finance, SPDEs, BSDEs, and AI-driven mathematical methods. The program includes invited talks and a plenary lecture covering recent developments and applications in probability, finance, energy markets, and data-driven approaches. The event aims to strengthen collaborations between researchers working at the interface of probability theory, stochastic dynamics, mathematical finance, and modern computational methods.
Website: https://sites.google.com/view/kth-workshop-26-05-19/home-page