Complex dynamical systems are often under random fluctuations. The noisy fluctuations may be Gaussian or non-Gaussian, which are usually modeled by Brownian motion or Levy motion, respectively.  Stochastic differential equations are appropriate mathematical models for these dynamical systems.

The speaker will start with an overview about recent advances in stochastic dynamical systems, then will focus on a few problems linked to other branches of mathematics, such as  partial differential equations, probability theory,  interacting particle dynamics,   Hamiltonian systems,   contact systems, and data science.