The following special sessions will be organized at MCM2015

• Applications in Finance (E.Gobet)
• Information-based complexity (A. Hinrichs, E. Novak)
• Low-discrepancy point sets (G. Larcher, H. Niederreiter)
• Monte Carlo methods for PDEs (N. Touzi)
• Multilevel Monte Carlo (M. Giles, M. Gnewuch)
• Numerical methods for Levy driven SDEs (S. Dereich, C. Geiss)
• Numerical methods for stochastic differential equations (C. Debrabant, A. Rössler)
• (Pseudo-)random number generation (A. Topuzoglu, A. Winterhof)
• Quasi-Monte Carlo methods and Applications (M. Matsumoto, D. Nuyens)
• Stochastic Computation and Complexity of High-Dimensional problems (S. Heinrich, T. Müller-Gronbach)
• Stochastic models and algorithms for the nonlinear Smoluchowski equation, and related applications (K.K. Sabelfeld)
• Stochastic partial differential equations (A. De Bouard, E. Hausenblas)