Apr 2012- Mar 2013

Math-Fi seminar on 17 May

2012.05.14 Mon up
  • Date: 17 May (Thu.) 16:30 — 18:00
  • Place: W.W. 7th-floor
  • Speaker: Hideyuki TANAKA
  • Title: Theoretical aspects of multilevel Monte Carlo method and strong convergence
  • Abstract: We study (review) the multilevel Monte Carlo method in terms of strong convergence of approximation schemes. In particular, some results given by Avikainen (2009)  are considered.

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