Presentation Name: 1. Stochastic simulation: from Brownian motion to BSDE2. Numerical algorithms, convergence and simulations of backward
Presenter: 许明宇 博士
Date: 2009-09-02
Location: 光华东主楼1801
Abstract:

 

报告人:许明宇博士(中科院数学所)

报告题目:1. Stochastic simulation: from Brownian motion to BSDE
时间:2009年9月2日2:00pm--3:00pm
地点:光华东楼1801室

报告题目:2. Numerical algorithms, convergence and simulations of backward
stochastic differential equations with constraint.
时间:2009年9月3日2:00pm--3:00pm
地点:光华东楼1801室

 

Annual Speech Directory: No.82

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