×A5. Stochastic modelling

The session welcomes any presentations related to stochastic modelling. The topics include optimal stopping, stochastic analysis, stochastic control and stochastic finance. The session is oriented broadly to the developments from the theoretical studies in the theory of stochastic processes as well as to the numerical and practical applications.

Key topics: Optimal stopping, Stochastic analysis, Stochastic control, Stochastic finance