Stochastic Differential Equations: Numerical Algorithms and Applications

Location:
Speaker(s):

David F. Anderson (University of Wisconsin Madison)
Radek Erban (University Oxford)
Peter Friz (TU Berlin)
Mike Giles (University of Oxford)
Desmond. J Higham (University of Strathclyde)
Arnulf Jentzen (Princeton University)
Peter E. Kloeden (Goethe Universitat)
Terry Lyons (Oxford-Man Institute)
Stéphane Menozzi (Université Paris VII, Denis Diderot)
Christoph Resinger (University of Oxford)
Erik von Schwerin (KAUST)
Eric Vanden-Eijnden (NYU)

Start date:
Monday, August 8, 2011 - 09:00
End date:
Wednesday, August 10, 2011 - 17:00