[SocBiN] Stochastic differential equations with R workshop at Linkoping University, Sweden

[Krzysztof Bartoszek]

At the Division of Statistics and Machine Learning, Department of
Computer and Information Science, Linköping University, Sweden,
17th-20th March 2026, we will be hosting a workshop concerning
stochastic differential equations and the YUIMA R package (Simulation
and Inference for SDEs and Other Stochastic Processes,
https://cran.r-project.org/web/packages/yuima/index.html ). The
lectures will be given by members of the YUIMA team. The dates are
fixed.
A similar event took place in summer 2019:
https://yuimaproject.com/yss2019/ and in March 2023 in Linkoping.

Please feel free to spread information about the event around. If
anyone would be interested in coming, they should e-mail Krzysztof
Bartoszek (krzysztof.bartoszek at liu.se) directly. The registration
deadline is 28th February 2026. However, we might end registration
early if the number of interested participants exceeds our capacity.

PhD-students can choose to take an examination to obtain 3credits for
the event. Examination will be through a hand-in assignment. Please
let us know if you would be interested in this option.

We assume the participants are familiar with R. We are finalizing the
programme but it will include:
Introduction to stochastic calculus (stochastic processes, Brownian
motion, stochastic integral and SDE),
Simulation of diffusion processes I (Euler-Maruyama approximation and
introduction to YUIMA: yuima object, simulation, plot,
Black-Scholes model), Poisson process and Compound Poisson processes,
Inference for diffusion processes
(QMLE, quasi-Bayes estimation), Model selection for diffusion
processes, YUIMA GUI, Levy processes and Levy driven SDE.
The final programme will be announced in due course of time.

The contents will include basic facts, laboratory sessions
(participants work on their own laptops),
and more advanced research-oriented talks. If you have a related
research topic and would be interested in presenting, then please let
us know.

More information on the workshop will be made available at
https://www.ida.liu.se/~krzba67/include/YUIMA_2026LiU.html .

Kind regards
Krzysztof Bartoszek, PhD,
Senior Assoc. Prof. in Statistics
Department of Computer and Information Science (IDA)
Linköping University, Sweden
Phone: +46 (0)13-28 18 85
krzysztof.bartoszek at liu.se