November 17 - 18, 2017
Max Planck Institute for Mathematics in the Sciences

The workshop aims to bring together the expertise of the research groups in probability theory and stochastic analysis from the area Halle-Jena-Leipzig. Topics will include the analysis of (nonlinear) stochastic partial differential equations, dynamics of random systems, Levy driven S(P)DE, numerical aspects of S(P)DE among others.

There will be invited talks only. The talks will be around 30 minutes.

Topics include

• Nonlinear stochastic partial differential equations
• dynamical systems with small noise
• stochastic resonance
• Lévy processes
• numerical approximation SDE
• mathematical finance
• BSDEs

The conference will start on Friday at 9 am and close on Saturday at 3 pm. There is no registration, participation is free for academics and practitioners. Please contact Katja Heid to reserve accomodation for you if needed until end of August 2017. Travel reimbursement is possible.

November 17 - 18, 2017
Max Planck Institute for Mathematics in the Sciences
Inselstraße 22
04103 Leipzig
Germany
see travel instructions

Benjamin Gess
MPI für Mathematik in den Naturwissenschaften

Administrative Contact