Backward Stochastic Differential Equations With Jumps And Their Actuarial And Financial Applications

Download Backward Stochastic Differential Equations With Jumps And Their Actuarial And Financial Applications full books in PDF, epub, and Kindle. Read online Backward Stochastic Differential Equations With Jumps And Their Actuarial And Financial Applications ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!

Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications

Author : Łukasz Delong
Publisher : Springer Science & Business Media
ISBN 13 : 1447153316
Total Pages : 285 pages
Book Rating : 4.4/5 (471 download)

DOWNLOAD NOW!

Book Synopsis Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications by : Łukasz Delong

Download or read book Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications written by Łukasz Delong and published by Springer Science & Business Media. This book was released on 2013-06-12 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step processes and Lévy processes. It discusses key results and techniques (including numerical algorithms) for BSDEs with jumps and studies filtration-consistent nonlinear expectations and g-expectations. Part I also focuses on the mathematical tools and proofs which are crucial for understanding the theory. Part II investigates actuarial and financial applications of BSDEs with jumps. It considers a general financial and insurance model and deals with pricing and hedging of insurance equity-linked claims and asset-liability management problems. It additionally investigates perfect hedging, superhedging, quadratic optimization, utility maximization, indifference pricing, ambiguity risk minimization, no-good-deal pricing and dynamic risk measures. Part III presents some other useful classes of BSDEs and their applications. This book will make BSDEs more accessible to those who are interested in applying these equations to actuarial and financial problems. It will be beneficial to students and researchers in mathematical finance, risk measures, portfolio optimization as well as actuarial practitioners.

Theory of Stochastic Differential Equations with Jumps and Applications

Author : Rong SITU
Publisher : Springer Science & Business Media
ISBN 13 : 9780387250830
Total Pages : 458 pages
Book Rating : 4.2/5 (58 download)

DOWNLOAD NOW!

Book Synopsis Theory of Stochastic Differential Equations with Jumps and Applications by : Rong SITU

Download or read book Theory of Stochastic Differential Equations with Jumps and Applications written by Rong SITU and published by Springer Science & Business Media. This book was released on 2005-04-20 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs. In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, and with the reflecting SDE technique to enable study of optimal stochastic population control problems. These two techniques are powerful and efficient, and can also be applied to research in many other problems in nature, science and elsewhere.

Backward Stochastic Differential Equations with Jumps and Applications

Author : Rong Situ
Publisher :
ISBN 13 : 9787535925206
Total Pages : 333 pages
Book Rating : 4.9/5 (252 download)

DOWNLOAD NOW!

Book Synopsis Backward Stochastic Differential Equations with Jumps and Applications by : Rong Situ

Download or read book Backward Stochastic Differential Equations with Jumps and Applications written by Rong Situ and published by . This book was released on 2000 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Author : Eckhard Platen
Publisher : Springer Science & Business Media
ISBN 13 : 364213694X
Total Pages : 868 pages
Book Rating : 4.6/5 (421 download)

DOWNLOAD NOW!

Book Synopsis Numerical Solution of Stochastic Differential Equations with Jumps in Finance by : Eckhard Platen

Download or read book Numerical Solution of Stochastic Differential Equations with Jumps in Finance written by Eckhard Platen and published by Springer Science & Business Media. This book was released on 2010-07-23 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt: In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). The present monograph builds on the above-mentioned work and provides an introduction to stochastic differential equations with jumps, in both theory and application, emphasizing the numerical methods needed to solve such equations. It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability. Furthermore, it includes chapters on exact simulation, estimation and filtering. Besides serving as a basic text on quantitative methods, it offers ready access to a large number of potential research problems in an area that is widely applicable and rapidly expanding. Finance is chosen as the area of application because much of the recent research on stochastic numerical methods has been driven by challenges in quantitative finance. Moreover, the volume introduces readers to the modern benchmark approach that provides a general framework for modeling in finance and insurance beyond the standard risk-neutral approach. It requires undergraduate background in mathematical or quantitative methods, is accessible to a broad readership, including those who are only seeking numerical recipes, and includes exercises that help the reader develop a deeper understanding of the underlying mathematics.

Forward-Backward Stochastic Differential Equations and their Applications

Author : Jin Ma
Publisher : Springer
ISBN 13 : 3540488316
Total Pages : 285 pages
Book Rating : 4.5/5 (44 download)

DOWNLOAD NOW!

Book Synopsis Forward-Backward Stochastic Differential Equations and their Applications by : Jin Ma

Download or read book Forward-Backward Stochastic Differential Equations and their Applications written by Jin Ma and published by Springer. This book was released on 2007-04-24 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the 'Four Step Scheme', and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields.

Backward Stochastic Differential Equations

Author : Jianfeng Zhang
Publisher : Springer
ISBN 13 : 1493972561
Total Pages : 392 pages
Book Rating : 4.4/5 (939 download)

DOWNLOAD NOW!

Book Synopsis Backward Stochastic Differential Equations by : Jianfeng Zhang

Download or read book Backward Stochastic Differential Equations written by Jianfeng Zhang and published by Springer. This book was released on 2017-08-22 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.

From Particle Systems to Partial Differential Equations III

Author : Patrícia Gonçalves
Publisher : Springer
ISBN 13 : 3319321447
Total Pages : 352 pages
Book Rating : 4.3/5 (193 download)

DOWNLOAD NOW!

Book Synopsis From Particle Systems to Partial Differential Equations III by : Patrícia Gonçalves

Download or read book From Particle Systems to Partial Differential Equations III written by Patrícia Gonçalves and published by Springer. This book was released on 2016-07-16 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main focus of this book is on different topics in probability theory, partial differential equations and kinetic theory, presenting some of the latest developments in these fields. It addresses mathematical problems concerning applications in physics, engineering, chemistry and biology that were presented at the Third International Conference on Particle Systems and Partial Differential Equations, held at the University of Minho, Braga, Portugal in December 2014. The purpose of the conference was to bring together prominent researchers working in the fields of particle systems and partial differential equations, providing a venue for them to present their latest findings and discuss their areas of expertise. Further, it was intended to introduce a vast and varied public, including young researchers, to the subject of interacting particle systems, its underlying motivation, and its relation to partial differential equations. This book will appeal to probabilists, analysts and those mathematicians whose work involves topics in mathematical physics, stochastic processes and differential equations in general, as well as those physicists whose work centers on statistical mechanics and kinetic theory.

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Author : Marco Corazza
Publisher : Springer Nature
ISBN 13 : 3030996387
Total Pages : 456 pages
Book Rating : 4.0/5 (39 download)

DOWNLOAD NOW!

Book Synopsis Mathematical and Statistical Methods for Actuarial Sciences and Finance by : Marco Corazza

Download or read book Mathematical and Statistical Methods for Actuarial Sciences and Finance written by Marco Corazza and published by Springer Nature. This book was released on 2022-04-11 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: The cooperation and contamination among mathematicians, statisticians and econometricians working in actuarial sciences and finance are improving the research on these topics and producing numerous meaningful scientific results. This volume presents new ideas in the form of four- to six-page papers presented at the International Conference MAF2022 – Mathematical and Statistical Methods for Actuarial Sciences and Finance. Due to the COVID-19 pandemic, the conference, to which this book is related, was organized in a hybrid form by the Department of Economics and Statistics of the University of Salerno, with the partnership of the Department of Economics of Cà Foscari University of Venice, and was held from 20 to 22 April 2022 in Salerno (Italy) MAF2022 is the tenth edition of an international biennial series of scientific meetings, started in 2004 on the initiative of the Department of Economics and Statistics of the University of Salerno. It has established itself internationally with gradual and continuous growth and scientific enrichment. The effectiveness of this idea has been proven by the wide participation in all the editions, which have been held in Salerno (2004, 2006, 2010, 2014, 2022), Venice (2008, 2012 and 2020 online), Paris (2016) and Madrid (2018). This book covers a wide variety of subjects: artificial intelligence and machine learning in finance and insurance, behavioural finance, credit risk methods and models, dynamic optimization in finance, financial data analytics, forecasting dynamics of actuarial and financial phenomena, foreign exchange markets, insurance models, interest rate models, longevity risk, models and methods for financial time series analysis, multivariate techniques for financial markets analysis, pension systems, portfolio selection and management, real-world finance, risk analysis and management, trading systems, and others. This volume is a valuable resource for academics, PhD students, practitioners, professionals and researchers. Moreover, it is also of interest to other readers with quantitative background knowledge.

Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications

Author : Samuel N. Cohen
Publisher : Springer Nature
ISBN 13 : 3030222853
Total Pages : 300 pages
Book Rating : 4.0/5 (32 download)

DOWNLOAD NOW!

Book Synopsis Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications by : Samuel N. Cohen

Download or read book Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications written by Samuel N. Cohen and published by Springer Nature. This book was released on 2019-08-31 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs. The volume addresses recent advances involving backward stochastic differential equations (BSDEs) and stochastic partial differential equations (SPDEs). These equations are of fundamental importance in modelling of biological, physical and economic systems, and underpin many problems in control of random systems, mathematical finance, stochastic filtering and data assimilation. The papers in this volume seek to understand these equations, and to use them to build our understanding in other areas of mathematics. This volume will be of interest to those working at the forefront of modern probability theory, both established researchers and graduate students.

Progress in Industrial Mathematics at ECMI 2014

Author : Giovanni Russo
Publisher : Springer
ISBN 13 : 3319234137
Total Pages : 1139 pages
Book Rating : 4.3/5 (192 download)

DOWNLOAD NOW!

Book Synopsis Progress in Industrial Mathematics at ECMI 2014 by : Giovanni Russo

Download or read book Progress in Industrial Mathematics at ECMI 2014 written by Giovanni Russo and published by Springer. This book was released on 2017-09-04 with total page 1139 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a collection of papers emphasizing applications of mathematical models and methods to real-world problems of relevance for industry, life science, environment, finance and so on. The biannual Conference of ECMI (the European Consortium of Mathematics in Industry) held in 2014 focused on various aspects of industrial and applied mathematics. The five main topics addressed at the conference were mathematical models in life science, material science and semiconductors, mathematical methods in the environment, design automation and industrial applications, and computational finance. Several other topics have been treated, such as, among others, optimization and inverse problems, education, numerical methods for stiff pdes, model reduction, imaging processing, multi physics simulation, mathematical models in textile industry. The conference, which brought together applied mathematicians and experts from industry, provided a unique opportunity to exchange ideas, problems and methodologies, bridging the gap between mathematics and industry and contributing to the advancement of science and technology. The conference has included a presentation of EU-Maths-In (European Network of Mathematics for Industry and Innovation), a recent joint initiative of ECMI and EMS. The proceedings from this conference represent a snapshot of the current activity in industrial mathematics in Europe, and are highly relevant to anybody interested in the latest applications of mathematics to industrial problems.

Contributions to Quadratic Backward Stochastic Differential Equations with Jumps and Applications

Author : Rym Salhi
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (116 download)

DOWNLOAD NOW!

Book Synopsis Contributions to Quadratic Backward Stochastic Differential Equations with Jumps and Applications by : Rym Salhi

Download or read book Contributions to Quadratic Backward Stochastic Differential Equations with Jumps and Applications written by Rym Salhi and published by . This book was released on 2019 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis focuses on backward stochastic differential equation with jumps and their applications. In the first chapter, we study a backward stochastic differential equation (BSDE for short) driven jointly by a Brownian motion and an integer valued random measure that may have infinite activity with compensator being possibly time inhomogeneous. In particular, we are concerned with the case where the driver has quadratic growth and unbounded terminal condition. The existence and uniqueness of the solution are proven by combining a monotone approximation technics and a forward approach. Chapter 2 is devoted to the well-posedness of generalized doubly reflected BSDEs (GDRBSDE for short) with jumps under weaker assumptions on the data. In particular, we study the existence of a solution for a one-dimensional GDRBSDE with jumps when the terminal condition is only measurable with respect to the related filtration and when the coefficient has general stochastic quadratic growth. We also show, in a suitable framework, the connection between our class of backward stochastic differential equations and risk sensitive zero-sum game. In chapter 3, we investigate a general class of fully coupled mean field forward-backward under weak monotonicity conditions without assuming any non-degeneracy assumption on the forward equation. We derive existence and uniqueness results under two different sets of conditions based on proximation schema weither on the forward or the backward equation. Later, we give an application for storage in smart grids.

Reflecting Stochastic Differential Equations with Jumps and Applications

Author : Situ Rong
Publisher : CRC Press
ISBN 13 : 9781584881254
Total Pages : 228 pages
Book Rating : 4.8/5 (812 download)

DOWNLOAD NOW!

Book Synopsis Reflecting Stochastic Differential Equations with Jumps and Applications by : Situ Rong

Download or read book Reflecting Stochastic Differential Equations with Jumps and Applications written by Situ Rong and published by CRC Press. This book was released on 1999-08-05 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many important physical variables satisfy certain dynamic evolution systems and can take only non-negative values. Therefore, one can study such variables by studying these dynamic systems. One can put some conditions on the coefficients to ensure non-negative values in deterministic cases. However, as a random process disturbs the system, the components of solutions to stochastic differential equations (SDE) can keep changing between arbitrary large positive and negative values-even in the simplest case. To overcome this difficulty, the author examines the reflecting stochastic differential equation (RSDE) with the coordinate planes as its boundary-or with a more general boundary. Reflecting Stochastic Differential Equations with Jumps and Applications systematically studies the general theory and applications of these equations. In particular, the author examines the existence, uniqueness, comparison, convergence, and stability of strong solutions to cases where the RSDE has discontinuous coefficients-with greater than linear growth-that may include jump reflection. He derives the nonlinear filtering and Zakai equations, the Maximum Principle for stochastic optimal control, and the necessary and sufficient conditions for the existence of optimal control. Most of the material presented in this book is new, including much new work by the author concerning SDEs both with and without reflection. Much of it appears here for the first time. With the application of RSDEs to various real-life problems, such as the stochastic population and neurophysiological control problems-both addressed in the text-scientists dealing with stochastic dynamic systems will find this an interesting and useful work.

The Fascination of Probability, Statistics and their Applications

Author : Mark Podolskij
Publisher : Springer
ISBN 13 : 3319258265
Total Pages : 529 pages
Book Rating : 4.3/5 (192 download)

DOWNLOAD NOW!

Book Synopsis The Fascination of Probability, Statistics and their Applications by : Mark Podolskij

Download or read book The Fascination of Probability, Statistics and their Applications written by Mark Podolskij and published by Springer. This book was released on 2015-12-26 with total page 529 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas. The contributions are dedicated to and inspired by the research of Ole E. Barndorff-Nielsen who, since the early 1960s, has been and continues to be a very active and influential researcher working on a wide range of important problems. The topics covered include, but are not limited to, econometrics, exponential families, Lévy processes and infinitely divisible distributions, limit theory, mathematical finance, random matrices, risk assessment, statistical inference for stochastic processes, stochastic analysis and optimal control, time series, and turbulence. The book will be of interest to researchers and graduate students in probability, statistics and their applications.

Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications

Author : Rene Carmona
Publisher : SIAM
ISBN 13 : 1611974240
Total Pages : 263 pages
Book Rating : 4.6/5 (119 download)

DOWNLOAD NOW!

Book Synopsis Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications by : Rene Carmona

Download or read book Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications written by Rene Carmona and published by SIAM. This book was released on 2016-02-18 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in applied mathematics and operations research, the author was intrigued by the lack of coverage of the theory of stochastic differential games. This is the first title in SIAM?s Financial Mathematics book series and is based on the author?s lecture notes. It will be helpful to students who are interested in stochastic differential equations (forward, backward, forward-backward); the probabilistic approach to stochastic control (dynamic programming and the stochastic maximum principle); and mean field games and control of McKean?Vlasov dynamics. The theory is illustrated by applications to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading, among others.

Stochastics of Environmental and Financial Economics

Author : Fred Espen Benth
Publisher : Springer
ISBN 13 : 3319234250
Total Pages : 362 pages
Book Rating : 4.3/5 (192 download)

DOWNLOAD NOW!

Book Synopsis Stochastics of Environmental and Financial Economics by : Fred Espen Benth

Download or read book Stochastics of Environmental and Financial Economics written by Fred Espen Benth and published by Springer. This book was released on 2015-10-23 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy and financial markets; risk management with environmental factors from a stochastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further develop the theory of stochastic analysis and mathematical finance. The papers were presented at the first conference on “Stochastics of Environmental and Financial Economics (SEFE)”, being part of the activity in the SEFE research group of the Centre of Advanced Study (CAS) at the Academy of Sciences in Oslo, Norway during the 2014/2015 academic year.

Financial Modeling

Author : Stephane Crepey
Publisher : Springer Science & Business Media
ISBN 13 : 3642371132
Total Pages : 464 pages
Book Rating : 4.6/5 (423 download)

DOWNLOAD NOW!

Book Synopsis Financial Modeling by : Stephane Crepey

Download or read book Financial Modeling written by Stephane Crepey and published by Springer Science & Business Media. This book was released on 2013-06-13 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the crisis. Although BSDEs are well known to academics, they are less familiar to practitioners in the financial industry. In order to fill this gap, this book revisits financial modeling and computational finance from a BSDE perspective, presenting a unified view of the pricing and hedging theory across all asset classes. It also contains a review of quantitative finance tools, including Fourier techniques, Monte Carlo methods, finite differences and model calibration schemes. With a view to use in graduate courses in computational finance and financial modeling, corrected problem sets and Matlab sheets have been provided. Stéphane Crépey’s book starts with a few chapters on classical stochastic processes material, and then... fasten your seatbelt... the author starts traveling backwards in time through backward stochastic differential equations (BSDEs). This does not mean that one has to read the book backwards, like a manga! Rather, the possibility to move backwards in time, even if from a variety of final scenarios following a probability law, opens a multitude of possibilities for all those pricing problems whose solution is not a straightforward expectation. For example, this allows for framing problems like pricing with credit and funding costs in a rigorous mathematical setup. This is, as far as I know, the first book written for several levels of audiences, with applications to financial modeling and using BSDEs as one of the main tools, and as the song says: "it's never as good as the first time". Damiano Brigo, Chair of Mathematical Finance, Imperial College London While the classical theory of arbitrage free pricing has matured, and is now well understood and used by the finance industry, the theory of BSDEs continues to enjoy a rapid growth and remains a domain restricted to academic researchers and a handful of practitioners. Crépey’s book presents this novel approach to a wider community of researchers involved in mathematical modeling in finance. It is clearly an essential reference for anyone interested in the latest developments in financial mathematics. Marek Musiela, Deputy Director of the Oxford-Man Institute of Quantitative Finance

Computation and Combinatorics in Dynamics, Stochastics and Control

Author : Elena Celledoni
Publisher : Springer
ISBN 13 : 3030015939
Total Pages : 734 pages
Book Rating : 4.0/5 (3 download)

DOWNLOAD NOW!

Book Synopsis Computation and Combinatorics in Dynamics, Stochastics and Control by : Elena Celledoni

Download or read book Computation and Combinatorics in Dynamics, Stochastics and Control written by Elena Celledoni and published by Springer. This book was released on 2019-01-13 with total page 734 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Abel Symposia volume at hand contains a collection of high-quality articles written by the world’s leading experts, and addressing all mathematicians interested in advances in deterministic and stochastic dynamical systems, numerical analysis, and control theory. In recent years we have witnessed a remarkable convergence between individual mathematical disciplines that approach deterministic and stochastic dynamical systems from mathematical analysis, computational mathematics and control theoretical perspectives. Breakthrough developments in these fields now provide a common mathematical framework for attacking many different problems related to differential geometry, analysis and algorithms for stochastic and deterministic dynamics. In the Abel Symposium 2016, which took place from August 16-19 in Rosendal near Bergen, leading researchers in the fields of deterministic and stochastic differential equations, control theory, numerical analysis, algebra and random processes presented and discussed the current state of the art in these diverse fields. The current Abel Symposia volume may serve as a point of departure for exploring these related but diverse fields of research, as well as an indicator of important current and future developments in modern mathematics.