Journée EDP stochastiques non linéaires et applications

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EDPS_0.gifLe Mans (France), March 25, 2011

The focus of this workshop is on stochastic partial differential equations (SPDEs) along with their applications :

* forward utility in finance
* numerical methods
* rough paths theory 

The workshop aims at bringing together reserchers in the field of SPDE with different applications (in particular mathematical finance).