Events

Conference on Monte Carlo Methods: Theory and Applications

Brown University, April 25-26, 2008

Objectives

The goal of this conference is to bring together a group of researchers working on theoretical and applied aspects of Monte Carlo methods. The list of topics includes (but is not limited to):

· Rare event simulation
· Importance sampling
· Particle filtering
· Applications in telecommunications
· Applications in finance
· Applications in chemistry

Speakers

Soren Asmussen
Jose Blanchet
Luke Bornn
Pierre Del Moral
Arnaud Doucet
Paul Glasserman
Paolo Guasoni
Andrew Stuart
Eric Vanden-Ejinden
Hui Wang

The focus of the workshop will be on exchange of information on recent results and discussions of ideas, ongoing investigation, and future directions. The program will comprise 10 invited 50-minute talks with ample time set aside for discussions. The conference will start on Friday, April 25, 2008, at 9 a.m. and end on Saturday, April 26, 2008, at 4 p.m. Support for this conference is provided by the Lefschetz Center for Dynamical Systems at Brown University. For questions and comments contact: Professor Henrik Hult, Henrik_Hult@Brown.edu.

Seminars

LCDS seminars

Past Workshops and Conferences

Links to Other Resources

Seminar Announcements of the Division of Applied Mathematics
Seminar Announcements of the Department of Mathematics
The Mathematical Gazette with a list of mathematical seminars and colloquia in the Massachusetts area

Last change: Apr. 22, 2008

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