Laboratoire Manceau
de Mathématiques
Equipe d'Accueil N° 3263
Membre de la Fédération de mathématiques des Pays de Loire
Faculté des Sciences et Techniques - Le Mans Université
Stochastic Partial Differential Equations and Applications

Le 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).

Laboratoire Manceau de Mathématiques
Le Mans Université - Faculté des Sciences et Techniques
Avenue Olivier Messiaen - 72085 Le Mans Cedex 9 (France)
Tel : +(33) 2 43 83 32 19
[ Contacts ]