SciCADE 2013
International Conference on Scientific Computation and Differential Equations
September 16-20, 2013, Valladolid (Spain)

Minisymposium

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MS22 - Numerical solution of stochastic differential equations

Organized by: Andreas Rößler and Kristian Debrabant

In this minisymposium we aim to give an overview over recent developments in the field of numerical solution of stochastic differential equations (SDEs). We expect especially to attract talks about the numerical solution of stiff SDEs or stochastic partial differential equations (SPDEs)/the construction of methods with good stability properties, about convergence properties under relaxed conditions, variance reduction methods in case of weak approximation, and applications.

Invited Contributions

Organized by         Universidad de Valladolid     IMUVA