Pathwise estimates for the implicit Euler scheme for SDEs in Banach spaces
Event details
| Date | 20.06.2012 |
| Hour | 10:15 › 11:15 |
| Speaker | Sonja Cox (Universität Innsbruck) |
| Location |
AAC006
|
| Category | Conferences - Seminars |
In the first part of my talk I will explain what is meant by pathwise estimates for an approximation scheme of a stochastic differential equation (SDE), and why such estimates are of importance.
In recent work by Jan van Neerven and myself, we obtained pathwise estimates for the implicit Euler scheme for SDEs in Banach spaces. In the second part of the talk I will sketch how we obtained these results and indicate what challenges arise when working in Banach spaces.
In recent work by Jan van Neerven and myself, we obtained pathwise estimates for the implicit Euler scheme for SDEs in Banach spaces. In the second part of the talk I will sketch how we obtained these results and indicate what challenges arise when working in Banach spaces.
Practical information
- General public
- Free
Organizer
- DALANG Robert (EPFL)
DOZZI Marco (Université de Nancy)
FLANDOLI Franco (University of Pisa)
RUSSO Francesco (ENSTA ParisTech)
Contact
- Rana Gherzeddine