题目：Online crash course on numerics for SDEs(四)
时间：2020年9月24日下午15:00-17:30
地点： https://chalmers.zoom.us/j/3759395831
Password: 874852
内容简介：The mini-course is designed to give a concise and accessible introduction to numerical discretisations of stochastic differential equations (SDEs). We assume only a basic competence in calculus and probability theory. Topics: Basics of stochastic processes and SDEs. Numerical methods for SDEs. Strong and weak convergence. Applications.