Prof Arturo Kohatsu Higa (Osaka University) will give talks: 1) at UNSW on Friday, August 6 (2-4 pm, Red Centre, Room 3084) and 2) at the University of Sydney on Tuesday, August 10 (4-6 pm, Carslaw Building, Room 375) Title: Simulation of Levy Driven Stochastic Differential Equations (Part 1 and 2) Abstract: We will present some recent developments in the simulation of approximate solutions for stochastic differential equations driven by Levy processes. In particular, we will consider Levy processes with infinite activity, which are common in financial models (e.g. Variance Gamma models, hyperbolic, Inverse Gaussian, etc). We also discuss how to compare the methods using error estimates.