Achref Bachouch: Numerical probabilistic method for Semi-linear Stochastic PDEs using Backward Doubly SDEs

Achref Bachouch (Universitetet i Oslo) gives a lecture with the title: Numerical probabilistic method for Semi-linear Stochastic PDEs using Backward Doubly SDEs.

The abstract can be found under the following link:

/math/english/research/groups/stochastic-analysis/events/abstract-achref_bachouch---uio.pdf

Published Mar. 24, 2017 11:57 AM - Last modified Mar. 24, 2017 11:57 AM