Numerical approximation for stochastic differential equations with irregular coefficients

par Hoang Long NGO (Hanoi National University of Education)

vendredi 17 mai 2019, 14:00 → 15:00 Europe/Paris

1180 (Tours)

 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.