The Workshop on Statistics and Numerical Analysis for Stochastic Processes

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.

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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.

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

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