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

这项为期两年的美法奖励支持美国调查人员参与研究 随机微分方程数值分析研讨会。 的 研讨会将于1998年和1999年分别在美国和法国举行， 由普渡大学的Philip Protter和INRIA的Denis Talay（法国）组织， 国家信息学和应用数学研究所）。 讲习班 的目的是在模拟方法，近似和数值模拟的最新发展。 阴谋 随机模型在经济学（金融学）中有着广泛的应用， 相互作用粒子系统，群体遗传学和数学生物学。 拟议 研讨会将推进我们的知识，使用随机建模过程中， 这些和其他物理学和工程学的学科。

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.