Séminaire SPACE Tours

Numerical approximation for stochastic differential equations with irregular coefficients
Hoang Long NGO (Hanoi National University of Education)
Friday 17 May 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. 

Liens :

• Indico