Seminario del 2018

Settembre
11
2018
Charles Curry
Sub-Riemannian Brownian motion and numerics for SDEs
nell'ambito della serie: COMPLEX ANALYSIS LAB
We place the numerical method of Cruzeiro, Malliavin and Thalmeier for simulation of elliptic diffusions in the context of Riemannian geometry and discuss possible extensions to the hypoelliptic case.
organizzato da: Nicola Arcozzi

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