Mini-course on the numerical integration of stochastic differential equations
February 11-13, 2010
The mini-course is designed to give an accessible introduction to
the numerical solution of stochastic differential equations.
Prerequisites will be kept to a minimum.
We assume only a basic competence in algebra and calculus.
Some familiarity with fundamental concepts from numerical
analysis and probability is also desirable,
but not absolutely necessary.
We will mention some open research problems
and discuss applications in biology and finance.
Handout of the mini-course
NEW .
Speaker
Poster
Registration
If you wish to participate to the mini-course,
please register by sending us an e-mail with your name
and home institution.
Deadline for the registration: 01.02.10
Attendance is free of charge. Sorry, but we cannot offer any financial supports.
Schedule & Files
Tea and coffee will also be served at
10:00 and 16:00 in the Euler-Zimmer.
Sponsors
This mini-course is organised within the framework of the Swiss
National Science Foundation
Pro*Doc NumPDE program
and we gratefully acknowledge its financial support.
Practical Informations
The mini-course will take place at the grosser Hörsaal, Mathematisches
Institut, Basel.
Here is a map
with the train station, the institute and some hotels (thanks
to Jonas Budminger and maps.google.ch).
Please check for last-minute updates!
List of Participants (last update: 10.02.10)
Holger Brandsmeier, ETH Zurich
Thomas Buchsbaum, EAWAG
Le Chen, EPFL
Matthias Christen, University of Basel
David Cohen, University of Basel
Federico Felizzi, ETH Zurich
Georgios Fengos, ETH Zurich
Mathias Ganter, ETH Zurich
Vladislav Georgiev, Sofia University St. Kliment
Ohridski
Marcus Grote, University of Basel
Rafaela Guberovic, ETH Zurich
Jean Hausser, University of Basel
Sereina Herzog, University of Bern
Johannes Huber, University of Basel
Jingzhi Li, ETH Zurich
Hans-Michael Kaltenbach, ETH Zurich
Peter Kauf, ETH Zurich
Conradin Kraemer, ETH Zurich
Florian Krämer, ETH Zurich
Andrea Kvitkovicova, EPFL
Christophe Laforge, Bank for International Settlements
Andre Leier, ETH Zurich
Mario Marchisio, ETH Zurich
Tatiana Marquez-Lago, ETH Zurich
Christian Mayer, ETH Zurich
Dominique Mexer, University of Basel
Teodora Mitkova, University of Basel
Anthea Monod, EPFL
Oliver Nowak, ETH Zurich
Sandhya Prabhakaran, University of Basel
Sudhir Shankar Raman, University of Basel
Oleg Reichmann, ETH Zurich
Sonja Rieder, EPFL
Madan Sathe, University of Basel
Olaf Schenk, University of Basel
Christoph Schwab, ETH Zurich
Magdalena Sigg, University of Basel
Imbo Sim, EPFL
Corina Simian, University of Zurich
Christian Stohrer, University of Basel
Daniela Stoica, Bern University of Applied Sciences
Mikael Sunnaker, ETH Zurich
Karen Yeressian, University of Zurich
Marcel Wirz, University of Bern
Contacts
David Cohen, Marcus Grote
Mathematisches Institut
Universität Basel
Rheinsprung 21
CH-4051 Basel
last modifications: 12.02.10
|