WIAS Visiting Researcher Intensive Lecture:
Chapter 1, Basics on numerical simulations of SDE（9/24）
Details
a. Numerical simulation of Brownian Motion
b. The Euler-Maruyama scheme (Lipshitz case): convergence, weak and strong order
c. The Milshtein scheme, link with the Stratonovich equation
Speaker
DE BOUARD, Anne (Senior Scientist, Research Director, CNRS and École Polytechnique)
Date & Time
September 24, 2025 (Wed.) 10:00-12:00
Venue
Building #51, Room #17-06, Nishi-Waseda Campus, Waseda University
Language
English
Prospected Audience
Undergraduate, Graduate, Researchers, Faculty members, general audience
Organizer
FUKUIZUMI, Reika, Professor, School of Fundamental Science and Engineering
Co-Organizer
Waseda Institute for Advanced Studies (WIAS)
Link
WIAS Visiting Researcher Intensive Lecture: Chapter 2
WIAS Visiting Researcher Intensive Lecture: Chapter 3
