Stochastic calculus is the study of random phenomena and random question important tool and key means, has important theoretical significance and extensive application value, the calculation method of stochastic differential equation and its mathematical theory is an important international organizations and hot subject in the scientific research institutions, in the stochastic differential equation of random calculation and theoretical analysis has been an active research field.

In order to promote the random of stochastic differential equation calculation and theoretical analysis of the exchanges and cooperation between scholars, tianyuan mathematics center of northeast China in August 2019 to September random calculation theme activities, invite the random research direction are calculated during active on the international experts and scholars for academic report, teach short courses, latest progress and research dynamic communication. Through this activity, the possibility of cooperation and communication among peer experts and scholars during the activity will be greatly improved, and the research horizons of young teachers and graduate students participating in the activity will be expanded, so that they can be exposed to more new research results and unresolved important issues in the research frontier of random computing.

Academic Committee

Hong jialin, Institute of Mathematics and Systems Sciences, Chinese Academy of Sciences

Organizing Committee

Chen Chu,Institute of Mathematics and Systems Sciences, Chinese Academy of Sciences

Ji Lihai,Institute of Applied Physics and Computational Mathematics, Beijing

Zhou Tao, Institute of Mathematics and Systems Sciences, Chinese Academy of Sciences

LvJunliang,Jilin University

Dong Heping,Jilin University

Wang Rui,Jilin University

Specific activities are arranged as follows

(1) seminar (in blue)

Seminar on numerical computation of stochastic delay differential equations: 31 aug - 1 sep 2019

Seminar on numerical computation of stochastic ordinary differential equations: 7-8 September 2019

Seminar on numerical computation of stochastic partial differential equations: September 14-15, 2019

(2) summer short courses (in green)

Big deviation short course, Chen Xia, August 10-15, 2019

SPDEs and numerical methods course, Gabriel J. Lord, 19-23 August 2019

Invariant measure short course, Charles-edouardBrehier, September 2-6, 2019

Short course on stochastic symbdic geometric algorithms, Cristina Anton, 9-13 September 2019

Contact Us

Telephone: 0431-85167375

Email address: tianyuanmath@jlu.edu.cn

Address: no. 2699 QianjinStreet, Changchun City, Jilin Province, 130012