Mini-workshop on Numerics for SDEs

Schema:

14:35–15:20 Conall Kelly, University College Cork: Adaptive numerical solution of stochastic differential equations with Markovian switching

15:25–15:45 Fika

15:45–16:30 Gabriel Lord, Radboud University: A numerical method for an SDE with a WIS integral

16:35–17:20 Andreas Neuenkirch, University of Mannheim: Strong approximation of the CIR process

För abstrakts, se den engelska sidan.

Kontakta David Cohen om du vill ha lösenord för att vara med via zoom.