MS10 - Numerics for Stochastic Differential Systems

Description

Stochastic modelling has become a standard tool in many areas of science and engineering, in fields as diverse as finance, neuroscience, hydrogeology or climate research. The model systems may be described by stochastic ordinary or partial differential equations, driven by Wiener or Levy noise, and the point of interest may be typical behaviour of paths or expectation of functionals. Investigations of these application problems are quite often supported and guided by numerical experiments and thus developing and understanding the properties of numerical methods to approximate stochastic systems is essential in a large variety of contexts.

Period	16 Sept 2013 → 17 Sept 2013
Event type	Conference
Location	SpainShow on map