David Cohen教授学术报告

发布时间:2020年09月24日 作者:王小捷   消息来源:    阅读次数:[]

题目:Online crash course on numerics for SDEs(四)
地点: https://chalmers.zoom.us/j/3759395831
Password: 874852
内容简介:The mini-course is designed to give a concise and accessible introduction to numerical discretisations of stochastic differential equations (SDEs). We assume only a basic competence in calculus and probability theory. Topics: Basics of stochastic processes and SDEs. Numerical methods for SDEs. Strong and weak convergence. Applications.


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