Statistics of stochastic differential equations on manifolds and stratified spaces. Abstracts from the workshop held October 3--9, 2021 (hybrid meeting) (Q2693045)

Summary: Statistics for stochastic differential equations (SDEs) attempts to use SDEs as statistical models for real-world phenomena. This involves an understanding of qualitative properties of this class of stochastic processes which includes Brownian motion as well as estimation of parameters in the SDE or a nonparametric estimation of drift and diffusivity fields from observations. Observations can be in continuous time, in high frequency discrete time considering the limit of small inter-observation times or in discrete time with constant inter-observation times. Application areas of SDEs where state spaces are naturally viewed as manifolds or stratified spaces include multi-variate stochastic volatility models, stochastic evolution of shapes (e.g. of biological cells), time-varying image deformations for video analysis and phylogenetic trees.