Numerics for multidimensional SDEs with discontinuous drift

Michaela Szölgyenyi (Speaker)

Institute for Statistics and Mathematics

Activity: Talk or presentation › Science to science

Period	30 Jun 2016 → 1 Jul 2016
Event title	Austrian Stochastics Days
Event type	Unknown
Degree of Recognition	National

Austrian Classification of Fields of Science and Technology (ÖFOS)

101007 Financial mathematics
101024 Probability theory
101014 Numerical mathematics
401117 Viticulture