U.S.-France (INRIA) Research Workshops: Approximation and Simulation of Stochastic Processes

这项为期两年的美国-法国奖支持美国研究人员参加研究随机微分方程的数值分析的研讨会。这些研讨会分别于1998年和1999年在美国和法国举行，将由普渡大学的菲利普·普罗特和INRIA(法国国家信息学和应用数学研究所)的丹尼斯·塔雷组织。讲习班的目标是模拟方法、近似和数值格式的最新发展。随机模型领域在经济学(金融)、相互作用的粒子系统、种群遗传学和数学生物学中有着广泛的应用。拟议的研讨会将提高我们在这些学科和其他物理和工程学科中使用随机建模过程的知识。

This two-year US-France award supports the participation of US investigators in research workshops addressing numerical analysis of stochastic differential equations. The workshops, which take place in the US and France in 1998 and 1999 respectively, will be organized by Philip Protter of Purdue University and Denis Talay of INRIA (the French National Institute for Research in Informatics and Applied Mathematics). The workshops are aimed at recent developments in simulation methods, approximation and numerical schemes. The area of stochastic models has a variety of applications in economics (finance), interacting particle systems, population genetics, and mathematical biology. The proposed workshop will advance our knowledge of the use of stochastic modeling processes in these and other disciplines in physics and engineering.