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 |
|---|---|
| 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)