Workshop on Numerical Methods and Stochastics
Description
A wide variety of numerical techniques are increasingly being used in stochastic analysis and other areas of probability. For example, neural networks and approximations arising from the theory of interacting particle systems have been used as numerical methods. Numerical solutions to stochastic differential equations are widely studied, and recent work has looked at numerical techniques for filtering and other stochastic partial differential equations.
From Tuesday, April 20 to Friday, April 23, the workshop will survey the directions current research is taking, and will attempt to focus attention on problems that will be of importance in the future.
The workshop will be preceded by a Symposium on Numerical Stochastics in Finance on Monday, April 19, 1999.
Speakers
- Dr. D. Crisan (University of Cambridge)
- Dr. P. Del Moral (Université Paul Sabatier)
- Dr. J. Gaines (University of Edinburgh)
- Dr. A. Guionnet (Université de Paris Sud)
- Prof. T.J. Lyons (Imperial College, London)
- Dr. L. Miclo (Université de Toulouse)
- Prof. P. Protter (Purdue University)
- Prof. J.B. Walsh (University of British Columbia)
- Dr. F. Viens (University of North Texas)
