2012年度

Math-Fi seminar on 10 May

2012.04.27 Fri up
  • Date: 10 May (Thu.) 16:30 — 18:00
  • Place: W.W. 7th-floor
  • Speaker: Hideyuki TANAKA
  • Title: An acceralated Euler-Maruyama scheme for perturbed SDE
  • Abstract: We will propose an acceralated Euler-Maruyama scheme for perturbed SDEs in the sense of (i) weak convegence & Monte Carlo bias, and (ii) strong convergence. Some basic properties for (i) have already discussed in Takahashi-Yoshida (2005).
 

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