The purpose of the conference is to bring together leading researchers and students in stochastic analysis and numerical probability and to discuss new results and research challenges. The emphasis will be put on the links between stochastic analysis and linear and non-linear partial differential equations and on the analysis and simulation of non-linear or singular stochastic models, with application topics ranging from finance to biology and physics. The mathematical topics of the conference include propagation of chaos and long-time stochastic and numerical analysis of  McKean-Vlasov particle systems, stochastic control and  mean-field games, (martingale) optimal transport, discretization schemes for degenerate or singular stochastic differential equations, Monte Carlo methods and stochastic optimization. A particular interest will be put on singularity in stochastic models, which may appear for example in specific boundary or transmission conditions or in particular interactions in particle systems. Physical particle systems with singular interactions are relevant in fluid dynamics, neurosciences or population dynamics and cell motion (for example in Keller-Segel equation). Singular transmission conditions occur in geosciences or in molecular dynamics. Risk analysis, stochastic control and mean-field games are of great interest in  Finance. This conference is organized in the honor of Denis Talay. It will cover an important part of the topics of his outstanding scientific contributions and bring together many of his friends and colleagues.

More information and registration details are available on the event website.