Top-level heading

Numerical approximation schemes for stochastic differential equations

Data e ora inizio evento
Data e ora fine evento
Sede

Dipartimento di Matematica Guido Castelnuovo, Università Sapienza Roma

Aula
Sala di Consiglio
Speaker ed affiliazione

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.