Manchester Applied Mathematics and Numerical Analysis Seminars
Room 2.08, Owens Maths Building, Oxford Road
The talk will be an overview of methods for the numerical approximation of pathwise solutions to SDE's, summarising work done by others and describing the contributions of the speaker to the area. Points of particular interest will be the generation of Levy area integrals and the use of adaptive time steps.
[Acknowledgement: This talk is organised with financial support from the Small Grant Fund of the Research and Graduate Support Unit.]
For further info contact either Matthias Heil (firstname.lastname@example.org), Mark Muldoon (M.Muldoon@umist.ac.uk)or the seminar secretary (Tel. 0161 275 5800).