◄ | 201123 SeptemberFreitag | ► |
Rough Paths and Numerical Integration Methods | ||
Workshop in Uni Marburg: | ||
2011-09-21 : 2011-09-23 | ||
Details | ||
The aim of this workshop is to provide an overview on recent developments in the numerical analysis of stochastic differential equations. A variety of approaches such as rough paths, quantization and multilevel methods are discussed. The workshop shall gather people from different active areas in order to bring forward new research collaborations and to attract young academics to the field. |