Agenda de l’IDP

Séminaire SPACE Tours

Numerical approximation for stochastic differential equations with irregular coefficients
Hoang Long NGO (Hanoi National University of Education)
vendredi 17 mai 2019 14:00 -  Tours -  1180

Résumé :
 We survey some recent results on the strong convergence of numerical approximations for SDEs whose drift coefficient is possibly discontinuous and diffusion coefficient is Holder continuous. 

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