Multi-ITN STRIKE and WWCSC
Mini-Workshop in Stochastic Computing and Optimization

Würzburg, Germany, September 30 - October 2, 2014


By Daderot (Daderot) [CC0 or CC0], via Wikimedia Commons


Scope and Topics of the Workshop

This Workshop aims at fostering advances in the mathematics of modelling, simulation, and optimization of stochastic processes with applications in science and finance. In particular, different stochastic processes are discussed that have important applications in biology and computational finance as Levy and piecewise-deterministic processes, and anomalous diffusion processes. This workshop also provide a forum to discuss the modelling and optimization of these processes based on the partial and partial-integro differential equations that arise in the representation of the distribution of the stochastic states.





last update: 03/05/2014