Subject: Summer School, Numerical Methods for SDEs, Austria, Sep 2013
We are glad to announce a Summer School on
"Numerical Methods for Stochastic Differential Equations"
which will take place from 2-4 September, 2013, at Vienna University
of Technology, Austria.
The summer school aims to bring together talented young researchers in
the field of (stochastic) differential equations and computational
finance, mainly in their first PhD year.
In a series of four lectures, each of four renowned international
experts will give an introduction and present new numerical
results. The topics of the summer school include Monte-Carlo methods,
numerical techniques for stochastic (partial) differential equations,
error estimation, and applications in sciences and finance. The
following speakers have confirmed to present mini-courses:
• Evelyn Buckwar (Linz, Austria)
• Desmond Higham (Strathclyde, United Kingdom)
• Andreas Rößler (Lübeck, Germany)
• Gabriel Lord (Edinburgh, United Kingdom) (to be confirmed)
For further information, please see
http://www.asc.tuwien.ac.at/~juengel/sde/sde.html
Organizers:
Bertram Düring, University of Sussex, Brighton, UK
Ansgar Jüngel, Vienna University of Technology, Austria