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Structural Learning Seminar
March 2, 2017 17:00–18:30, Moscow, IITP, Bol'shoi Karetnyi per. 19 1
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Efficient simulation of Levy areas and related problems
D. V. Belomestny |
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Abstract:
In this talk I review some known method for simulating Levy area which plays an important role in stochastic and numerical analysis.
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