Convergence of Euler-Maruyama for SDEs with discontinuous drift

  • Michaela Szölgyenyi (Speaker)

Activity: Talk or presentationScience to science

Period3 Jul 20177 Jul 2017
Event title11th International Conference on Monte Carlo Methods and Applications
Event typeUnkonwn
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101007 Financial mathematics
  • 101024 Probability theory
  • 101014 Numerical mathematics
  • 401117 Viticulture