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Deutsch Intern
    Scientific Computing

    Multi-ITN STRIKE and WWCSC Workshop in Stochastic Computing and Optimization

    Date: 09/30/2014, 9:00 AM - 10/02/2014, 5:00 PM
    Category: Veranstaltung
    Organizer: Lehrstuhl für Mathematik IX (Wissenschaftliches Rechnen)

    Mini-Workshop 30.09. - 02.10.2014 in Würzburg

    This Workshop aims at fostering advances in the mathematics of modelling, simulation, and optimization of stochastic processes with applications in science and finance. In particular, different stochastic processes are discussed that have important applications in biology and computational finance as Levy and piecewise-deterministic processes, and anomalous diffusion processes. This workshop also provide a forum to discuss the modelling and optimization of these processes based on the partial and partial-integro differential equations that arise in the representation of the distribution of the stochastic states.

    Organizer

    • Alfio Borzì, Julius-Maximilians-Universität, Würzburg, Germany

    Confirmed Speakers

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