About:

Bringing together researchers from a range of disciplines studying stochastic numerics to discuss progress, trends and challenges, this workshop will explore:

• geometric integrators for SDEs including constraint dynamics and SDEs on manifolds
• numerical methods for SPDEs
• approximation of mean-field SDEs
• deep learning and stochastic numerics
• numerical methods for non-Markovian SDEs
• algebraic structures in stochastic differential equations

The workshop is in the memory of G N Milstein in celebration of his pioneering contributions to stochastic numerics.

Invited Speakers

    •    Dimitra Antonopoulou University of Athens
    •    Lubomir Banas Universitat Bielefeld
    •    Christian Bayer WIAS,
    •    Denis Belomestny Duisburg-Essen University
    •    Mireille Bossy INRIA
    •    Nawaf Bou-Rabee Rutgers
    •    Charles-Edouard Bréhier Université de Pau et des Pays de l'Adour
    •    Evelyn Buckwar Johannes Kepler University
    •    Dan Crisan Imperial College London
    •    Andreas Eberle Universitat Bonn
    •    James Foster University of Bath
    •    Máté Gerencsér TU Wien
    •    Emmanuel Gobet CMAP
    •    Monika Eisenmann Lund University
    •    Kristin Kirchner TU Delft
    •    Benedict Leimkuhler University of Edinburgh
    •    Maud Lemercier University of Oxford
    •    Chengcheng Ling Augsburg University
    •    Gabriel Lord Radboud University
    •    Pierre Monmarché Sorbonne
    •    Cornelis Oosterlee Utrecht University
    •    Michela Ottobre Heriot-Watt University
    •    Andreas Prohl Tuebingen University
    •    Goncalo dos Reis University of Edinburgh
    •    Denis Talay École Polytechnique
    •    Irene Tubikanec Johannes Kepler University
    •    Gilles Vilmart Université de Genève
    •    Yue Wu University of Strathclyde

Full details regarding the workshop can be found on this website

This workshop will take place at the University of Nottingham.