Stochastic Processes, SPDEs and Applications
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Professor Luca Di Persio
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Aim:
The aim of the Special Session on Stochastic processes, SPDEs and Applications is to provide a stimulating framework to share up to date knowledges concerning the stochastic processes theory, the study of SPDEs in connection with recent developments in the applied sciences as in the case of Mathematical Finance, Interacting Particle Systems, Population Dynamics. Attention will be also given to related numerical methods and concrete computational realisations.
Topics:
The Special Session on Stochastic processes, SPDEs and Applications includes the following topics:
- theory of stochastic processes in discrete and continuous time, e.g. interacting particle systems and applications, random walk in random media, etc.
- stochastic partial differential equations and applications to, e.g., population dynamics, mathematical finance, etc.
- papers related to the study of random phenomena are particularly welcome, especially if they concern concrete problems and/or computational tasks
* Invited and Regular Papers will be published in various Indexed Journals (ISI, EBSCO, DBLP, ACM, IET/INSPEC, Proquest, Copernicus etc...) based on quality and reviewers' recommendations or in our Books in Springer Verlag. Click here
* Authors will be informed about the title of the Journal before their
registration.