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Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-misc 2000-18
May 2000

Mini-proceedings: Workshop on Computational Stochastics


Søren Asmussen and Eva B. Vedel Jensen (eds.)


From the introduction:

Computational stochastics is a new and expanding area of stochastics, dealing with computational methods of analyzing complex mathematical and statistical models. This workshop intended to reveal and discuss the potential strength and impact of this new discipline in a variety of applications, including chemistry, finance, genetics, medical imaging, molecular biology and physics.

The workshop was held at the Department of Mathematical Sciences, University of Aarhus, and was organized by StocLab (Laboratory for Computational Stochastics) and MaPhySto (Centre for Mathematical Physics and Stochastics), University of Aarhus.

In this booklet we have collected brief accounts of the subjects of the talks given during the workshop. Furthermore, at the end of the booklet, the programme and the list of participants of the workshop are included.

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