Mini-workshop: Dynamics of stochastic systems and their approximation. Abstracts from the mini-workshop held August 21--27, 2011.
type: Item
instance of: scholarly article
title: Mini-workshop: Dynamics of stochastic systems and their approximation. Abstracts from the mini-workshop held August 21--27, 2011.
zbMATH Open document ID: 1349.00091
DOI: 10.4171/OWR/2011/40
published in: Oberwolfach Reports
publication date: 2016-11-24T00:00:00Z
review text: Summary: The aim of this workshop was to bring together specialists in the area of stochastic dynamical systems and stochastic numerical analysis to exchange their ideas about the state of the art of approximations of stochastic dynamics. Here approximations are considered in the analytical sense in terms of deriving reduced dynamical systems, which are less complex, as well as in the numerical sense via appropriate simulation methods. The main theme is concerned with the efficient treatment of stochastic dynamical systems via both approaches assuming that ideas and methods from one ansatz may prove beneficial for the other. A particular goal was to systematically identify open problems and challenges in this area.
Mathematics Subject Classification ID: 00B05
Mathematics Subject Classification ID: 00B25
Mathematics Subject Classification ID: 60-06
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 6655971
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.4171/owr/2011/40
OpenAlex ID: W2077921141
description: scientific article; zbMATH DE number 6655971