National Workshop on Stochastic Differential Equations and Applications

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ABOUT THE WORKSHOP


The area of stochastic differential equations (SDEs) has been growing steadily in the past few decades, providing new techniques for analyzing complex systems whose behavior is subject to random perturbations.SDEs can be used for modeling a wide range of random dynamic phenomena arising in the physical, biological, engineering, and social sciences. One has to come up with the most sophisticated tools from probability theory, analysis, differential equations, etc., to understand the dynamical behavior of these systems.


This workshop aims :

  1. to introduce young students, researchers, and faculty members to the
    area of stochastic differential equations
  2. to provide a strong foundation to Itô/stochastic calculus
  3. to introduce existing techniques to solve SDEs
  4. to attract more students in the country to start their research career
    in this area.


TOPICS TO BE COVERED

Basic measure-theoretic ideas, Probability theory, Brownian motion, Stochastic integrals, Itô formula, Stochastic differential equations, solution concepts, solutions of some SDE’s arising in finance, Option pricing,

Black-Scholes theory etc. The above concepts will be covered from the book “An Introduction to stochastic Differential Equations” by L.C. Evans, AMS, 2013.

EXPECTED PARTICIPANTS

Basic measure theoretic ideas, Probability theory, Brownian motion,

Stochastic integrals, Itô formula, Stochastic differential equations, solu-
tion concepts, solutions of some SDE’s arising in finance, Option pricing, Black-Scholes theory etc.
The above concepts will be covered from the book “An Introduction to
Stochastic Differential Equations” by L.C. Evans, AMS, 2013.

EXPECTED PARTICIPANTS
We encourage final year M.Sc. Students, Research scholars and Faculty
members from colleges/Universities/Institutions to apply and participate
in this workshop.

HOW TO APPLY
Application must be submitted online using the following link:
Here
Deadline for submission of application: March 3, 2021

SELECTION PROCESS
Total number of participants is limited to 60. Selection will be based on
merit and selected participants will be intimated by Email.

REGISTRATION FEE

A non-refundable registration fee of Rs.150/- have to be paid by the par-
ticipants, if they are selected for the workshop. E-certificates will be issued to those participants attending all the sessions.

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