Numerical Methods for SDEs with Singular Coefficients - Lecture 3
Centre International de Rencontres Mathématiques via YouTube
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Explore numerical methods for stochastic differential equations (SDEs) with singular coefficients in this third lecture by Benjamin Jourdain. Recorded during the thematic meeting "Stochastic and Deterministic Analysis for Irregular Models" at the Centre International de Rencontres Mathématiques in Marseille, France, on January 12, 2024. Delve into advanced mathematical concepts and techniques for solving complex SDEs. Access this 1 hour 31 minute lecture and other talks by renowned mathematicians through CIRM's Audiovisual Mathematics Library. Utilize features such as chapter markers, keywords, abstracts, bibliographies, and Mathematics Subject Classification to enhance your learning experience. Conduct multi-criteria searches to find specific content within the extensive collection of mathematical presentations.
Syllabus
Benjamin Jourdain : Numerical methods for SDEs with singular coefficients - Lecture 3
Taught by
Centre International de Rencontres Mathématiques