Apr 2013- Mar 2014

Math-Fi seminar on 19 Sep.

2013.09.12 Thu up
  • Date : 19 Sep. (Thu)
  • Place: W.W. 7th-floor, 4th lab. 
  • Time : 14:30 – 16:00
  • Speaker:  Dai Taguchi (Ritsumeikan University)
  • Title: Gaussian bound for the density of Euler scheme
  • Abstract: In this talk, we consider the estimate for the density of the Euler scheme. If the diffusion coefficient satisfies the uniformly elliptic condition , then the density of the Euler scheme exists. In 2010, V. Lemaire and S. Menozzi prove that if the drift coefficient is bounded and the diffusion coefficient is Hölder continuous, then the density of the Euler scheme is estimated by the density of Gaussian distribution. The idea of the proof is “Parametrix” method. In this talk, we will introduce their result.

Comments are closed.

<<　 　>>