Convergence of Euler-type schemes for SDEs with discontinuous drift and possibly degenerate diffusion coefficient

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Author
Szölgyenyi, Michaela
Date
2017-11-22
Type
    Other Conference Item
Publication status
unpublished
Event
Research Seminar, University of Manchester, Manchester, United Kingdom, November 22, 2017
Organisational unit
03951 - Jentzen, Arnulf (ehemalig) / Jentzen, Arnulf (former)  
09557 - Cheridito, Patrick / Cheridito, Patrick  
Notes
Lecture on 22 November 2017
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