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School on Stochastics and Financial Mathematics
September 8, 2015
11:30–12:30
, Sochy, Olympic Village
A functional limit theorem and numerical approximation for irregular SDEs. Lecture 1
M. A. Urusov
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9.5 Kb
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Supplementary materials:
cosh_comparison-eps-converted-to.pdf
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Series of lectures
A functional limit theorem and numerical approximation for irregular SDEs. Lecture 1
M. A. Urusov,
September 8, 2015
11:30
A functional limit theorem and numerical approximation for irregular SDEs. Lecture 2
M. A. Urusov,
September 8, 2015
12:30
A functional limit theorem and numerical approximation for irregular SDEs. Lecture 3
M. A. Urusov,
September 10, 2015
11:30
A functional limit theorem and numerical approximation for irregular SDEs. Lecture 4
M. A. Urusov,
September 10, 2015
12:30
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Steklov Mathematical Institute RAS
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