Apr 2012- Mar 2013

Math-Fi seminar on 8 Nov.

2012.11.06 Tue up
  • Date: 8 Nov. (Thu) 16:30 — 18:00
  • Place: W.W. 7th-floor 
  • Speaker: Ngo Hoang Long
  • Title: Central limit theorems for Euler approximation of SDE
  • Abstract: This talk reviews some recent results on central limit theorems for Monte Carlo and Multi-level Monte Carlo Euler method for SDE.

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