The Numerical Approximation for SPDEs driven by Levy Processes
36 mins 35 secs,
505.88 MB,
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480x360,
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Description: |
Hausenblas, E (Salzburg)
Wednesday 30 June 2010, 15.40-16.30 |
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Created: | 2010-07-05 12:08 | ||
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Collection: | Stochastic Partial Differential Equations | ||
Publisher: | Isaac Newton Institute | ||
Copyright: | Hausenblas, E | ||
Language: | eng (English) | ||
Credits: |
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Abstract: | The topic of the talk is the numerical approximation of spdes driven by Levy noise. Here the main emphasis will be on the topic how to simulate a Levy walk. |
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