Szölgyenyi, Michaela. 2015. Solving SDEs with discontinuous drift. Tenth IMACS Seminar on Monte Carlo Methods, Linz, Österreich, 06.07.-10.07..
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | Solving SDEs with discontinuous drift |
Event | Tenth IMACS Seminar on Monte Carlo Methods |
Year | 2015 |
Date | 06.07.-10.07. |
Country | Austria |
Location | Linz |
Associations
- People
- Szölgyenyi, Michaela (Former researcher)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1118 Probability theory (Details)