Workshop: Stochastic processes - numerical methods and related topics
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Workshop: Stochastic processes - numerical methods and related topics

Time:09:00:22/08/2016 to  17:00:25/08/2016

Venue/Location: B4-705

Organisers: GS. Stefan Ankirchner, GS. Nguyễn Hữu Dư, TS. Ngô Hoàng Long

Purpose: The workshop aims at bringing together several research groups from Asia and Europe. The purpose is to encourge scientific interchange among them and to generate synergies. The ultimate objective is to launch new cooperations on joint scientific projects.

Invited Speakers: Stefan Ankirchner (University of Jena), Alexander Fromm (Technische Universitat Berlin), Nguyen Huu Du (VIASM), Tran Vu Duc (Hoa Sen University), Philipp Harms (Freiburg University), Pham Viet Hung (Hanoi National University of Education), Tran Ngoc Khue (Pham Van Dong University, Quang Ngai), Nabil Kazi-Tani (ISFA, Lyon 1 University), Dai Taguchi (Ritsumeikan University), Tran Hung Thao (Institute of Mathematics), Le Vi (Vietnam National University), Arturo Kohatsu-Higa (Ritsumeikan University), Ngo Hoang Long (Hanoi National University of Education), Ivan Nourdin(Luxembourg University), Shigeyoshi Ogawa (Ritsumeikan University), Dylan Possamai (Université Paris Dauphine), Ilya Pavlyukevich (University of Jena), Johannes Ruf (UCL and Oxford-Man Institute ), Le Vi (Vietnam National University, Hanoi).

Content:
The workshop addresses recent developments in the field of Stochastic Analysis. It includes topics on irregular stochastic differential equations, stable resp. stable-like processes and backward stochastic differential equations. An emphasis will be put on limit theorems and new numerical approximation methods for stochastic processes, in particular for processes with irregular features.