In this talk we shall present numerical approximations of unbounded value functions associated to some stochastic control problems. We derive new error estimates for monotone schemes based on Markov c...
(seminario rivolto prevalentemente ai docenti delle Superiori; i docenti sono invitati a portare un generatore di numeri casuali; spesso è disponibile anche nei cellulari)...
The East model is a one-dimensional interacting particle system with non attractive spin-flip dynamics. In the physics literature, it is a key example of a model with glassy features. Here we take thi...
