Beowulf microscope |
Conference on Numerical Simulations of Stochastic Differential Equations, Feynman-Kac representations, and path integrals
February 19 - 21, 2001 |
|
Beowulf microscope |
Conference on Numerical Simulations of Stochastic Differential Equations, Feynman-Kac representations, and path integrals
February 19 - 21, 2001 |
The next conference is planned for Summer of 2003 at Monte-Verita, Ascona, Switzerland.
This conference ended after lunch on 21 Febr., 2001. Altogether, we had 46 registered participants and perhaps 10-15 auditors for parts of the 2 1/2 day meeting. There were 23 speakers. The organizer (wpp) is extremely pleased with the quality of the talks, the civility and friendliness of the participants. Finally, the helpful and highly competent arrangements made by Eleonora Ghertsos and Carry Berendsen are much appreciated. Their contributions pulled all the pieces together. In addition, services provided by Frau Zanconato and her professional staff from the Polysnack were timely, carefully done, and I am very grateful for their help. The conference dinner was provided by Hotel Zuerichberg and their professional and friendly staff. All in all, services and arrangements provided by these people were first rate.
Conference location:
ETH Zurich (Switzerland)
Conference topics
This Workshop/Conference was for computer scientists,
financial specialists, mathematicians, and theoretical
physicists interested in numerical simulations of stochastic
processes. In particular, we wish to focus on Monte-Carlo
simulations of stochastic differential equations, the
Feynman-Kac formula, and path integrals.
Conference program
Important dates
Payments,
accommodation, registration
Last modified February 22, 2001
(wpp@math.ethz.ch)