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COMPUTATIONAL APPLIED MATH SEMINAR


SPEAKER: Mr. Yukun Li

TITLE: Some Numerical Methods for Stochastic Differential Equations

ABSTRACT: First I will briefly introduce some concepts about stochastic integrals, and then introduce some basic numerical methods for SDEs and some techniques to implement these numerical schemes. Finally, some results are stated.

Wednesday, 24 April, 2013


Contact:


Phone: 974-2463


Cost:

Free

Ayres Hall

TBA
TN

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