Top-level heading

Numerical approximation schemes for stochastic differential equations

Categoria: 
Seminari di Modellistica Differenziale Numerica
Data e ora inizio evento: 
Data e ora fine evento: 
Aula: 
Sala di Consiglio
Sede: 

Dipartimento di Matematica Guido Castelnuovo, Università Sapienza Roma

Speaker: 

Evelyn Buckwar, Heriot-Watt University, Edinburgh

In this talk I will first present an introduction to stochastic delay differential equations and provide some application examples. Further, I will highlight some issues in their numerical treatment and present some recent results, which are based on joint work with R. Kuske, S. Mohammed and T. Shardlow.