The Workshop on Statistics and Numerical Analysis for Stochastic Processes took place at the Vietnam Institute for Advanced Study in Mathematics on April 25, 2019. The workshop includes 2 invited talks from Prof. Mohamed Ben Alaya (Université de Rouen Normandie), and Prof. Ahmed Kebaier (Université of Paris 13), and 6 contributed talks by young Vietnamese researchers.

These talks introduce some recent results in statistics and approximation method for stochastic differential equations with irregular coefficients (CIR model, stochastic non-colliding particle systems) and applications in mathematical biology and finance.

The workshop attracted about 20 researchers and graduate students majored in Statistics and Probability theory, and Applied Mathematics.