Olivier Menoukeu Pamen: Strong Rate of Convergence for the Euler-Maruyama Approximation of SDEs with Irregular Drift Coefficients

Olivier Menoukeu Pamen (African Institute for Mathematical Sciences, Ghana and University of Liverpool) gives a lecture with the title: Strong Rate of Convergence for the Euler-Maruyama Approximation of SDEs with Irregular Drift Coefficients.

An abstract can be found under the following link:

 

/math/english/research/groups/stochastic-analysis/events/abstractoliviermenoukeupamen.pdf

Published Nov. 11, 2016 2:46 PM - Last modified Nov. 11, 2016 3:06 PM