Stochastic partial differential equations (SPDEs) represent a dynamic and rapidly evolving field in probability theory. This area has been growing steadily in the past 30 years, providing new techniques for analyzing complex systems whose behaviour is subject to random perturbations. SPDEs can be used for modelling a wide range of physical phenomena, encountered in statistical mechanics, mathematical physics, theoretical neuroscience, fluid dynamics and mathematical finance.

The workshop will bring together internationally renowned researchers working on various topics related to the theory and applications of SPDEs, to exchange the latest results and generate novel ideas for research directions and applications.

The talks will delve into the latest developments in SPDE theory, highlighting the most recent advancements. Topics may include, but are not limited to: existence and uniqueness of solutions, regularity properties, large deviations, numerical approximations, %the study of regularity structures, and emerging applications of SPDEs in real-world scenarios.