Lecture: Convergence order of the Euler-Maruyama scheme in dependence of the S...

Master data
Title: Convergence order of the Euler-Maruyama scheme in dependence of the Sobolev regularity of the drift International Conference on Scientific Computation and Differential Equations
Description:
Keywords:
Type: Invited speaker
Homepage: -
Event: SciCade Konfernz 2019 (Innsbruck)
Date: 25.07.2019
lecture status:

Participants
Michaela Szölgyenyi
Michaela.Szoelgyenyi@aau.at
Institut für Statistik
Research activities
To visiting card
(internal)
  • Speaker

Assignment
Organisation Address
Fakultät für Technische Wissenschaften
  Institut für Statistik
Universitätsstraße 65-67
9020 Klagenfurt am Wörthersee
Austria
   office.stat@aau.at
To organisation
Universitätsstraße 65-67
AT - 9020  Klagenfurt am Wörthersee

Categorisation
Subject areas
  • 101023 - Actuarial mathematics
  • 101019 - Stochastics
  • 101014 - Numerical mathematics
  • 101007 - Financial mathematics
Research Cluster No research Research Cluster selected
Focus of lecture
  • Science to Science (Quality indicator: I)
Classification raster of the assigned organisational units:
Group of participants
  • Mainly international
Published?
  • Yes
Keynote speaker
  • No
working groups No working group selected

Cooperations
No partner organisations selected