This seminar is at the interface of  stochastic differential equations and numerical analysis. The seminar will be held as a block course. In the first four weeks there will be four lectures explaining basics of the topics specified bellow. At the beginning of the semester, students will be given papers with particular methods related to those topics that they should work on and implement by the end of the semester. In the last weeks of the semester,  students will  give presentations in which the project results will be presented and they will also submit short report about their topic.