Apr 2014-Mar 2015

Math-Fi seminar on 19 Feb.

2015.02.15 Sun up
  • Date : 19 Feb. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Dai Taguchi (Ritsumeikan unviersity)
  • Title: Weak approximation for non-smooth functionals of SDEs with irregular drift (joint work with Hoang-Long Ngo)
  • Abstract: In this talk, we study the weak approximation for non-smooth functionals of stochastic differential equations with irregular drift and constant diffusion coefficient. 

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