Séminaire SPACE Tours

Numerical approximation for stochastic differential equations with irregular coefficients

Name: Numerical approximation for stochastic differential equations with irregular coefficients
Start: 2019-05-17T14:00:00+02:00
End: 2019-05-17T15:00:00+02:00
Location: Tours

par Hoang Long NGO (Hanoi National University of Education)

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

1180 (Tours)

1180

Tours

Description

 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.