Numerical Methods for SDEs with Singular Coefficients - Lecture 2
Centre International de Rencontres Mathématiques via YouTube
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Explore numerical methods for stochastic differential equations (SDEs) with singular coefficients in this comprehensive lecture by Benjamin Jourdain. Delve into advanced mathematical concepts presented during the thematic meeting "Stochastic and Deterministic Analysis for Irregular Models" at the Centre International de Rencontres Mathématiques in Marseille, France. Gain insights into cutting-edge research and methodologies in this 1 hour 31 minute video recorded on January 11, 2024. Access chapter markers and keywords to navigate specific sections of interest, and benefit from enriched content including abstracts, bibliographies, and Mathematics Subject Classification. Discover this lecture and other talks by renowned mathematicians on CIRM's Audiovisual Mathematics Library, utilizing its multi-criteria search functionality to explore a wealth of mathematical knowledge.
Syllabus
Benjamin Jourdain : Numerical methods for SDEs with singular coefficients - Lecture 2
Taught by
Centre International de Rencontres Mathématiques