| Main topics of Stochastic Numerics 2001 Conference |
|---|
This is a conference for mathematical scientists interested in finance,
information theory, probability, or theoretical physics working on
numerical simulations of stochastic differential equations and path
integrals.
If successful, this meeting will be held again next year (2002) in the
conference center at Monte-Verita, Ascona, Switzerland.
At the current time, the agenda is "under construction", but
will certainly include topics in
- Martingales
- Parabolic and elliptic PDEs in probabilistic representations
- Wiener and Feynman path integrals
- variants of the Feynman-Kac formula
Last modified June 27, 2000
(wpp@math.ethz.ch)