The proposed workshop is devoted to the numerical analysis of stochastic ordinary and partial differential equations (SODEs and SPDEs, or SDEs for both) – a topic in which research is highly active. The aim of the workshop is to bring together leading experts in the field of numerical analysis of SDEs to discuss recent results and open problems, to explore the interplay between different topics and to identify future research directions. 

The structure of the workshop will be as follows: there will be five plenary talks plus regular invited talks.

The plenary talks will be given by the following experts: 

Andrea Barth (Stuttgart, Germany)

Steffen Dereich (Münster, Germany)

Elena Issoglio (Torino, Italy)

Peter Kloeden (Tübingen, Germany)

Gunther Leobacher (Graz, Austria)

The conference is partially supported by the Banach Center.