The summer school aims to provide an overall perspective on the numerical integration of stochastic differential equations. It is organized in theoretical lectures as well as on laboratory training sessions, held byEvelyn BUCKWAR ("Johannes Kepler" University of Linz)David COHEN (University of Umea)Desmond HIGHAM (School of Mathematics, University of Edinburgh)

School venue is the Department of Mathematics, University of Salerno, on 14-17 July 2020. Grants for covering the expenses will be issued to a certain number of participants on a selection basis.

Further information is available at the websitehttp://www.dipmat2.unisa.it/iniziative/nasde2020/