The theory of stochastic differential equations, initially developed from Itˆo calculus based on driving processes of independent increments, has evolved to include autocorrelated driving noise processes. Researchers have also ventured into working with commonly seen nonlinearities and long-range dependent noise. Progress is being made in equations related to perturbed Hamiltonian systems and other perturbation models. Additionally, the dynamical theory is catching up with the solution theory, generating significant interest.
The workshop’s aim is to stay updated on the latest developments, stimulate further research topics, and discuss the main challenges and trends in stochastic differential equations, stochastic partial differential equations, and their dynamics.
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