The Numerical Approximation for SPDEs driven by Levy Processes

36 mins 35 secs,  505.88 MB,  MPEG-4 Video  480x360,  25.0 fps,  44100 Hz,  1.84 Mbits/sec
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Description: Hausenblas, E (Salzburg)
Wednesday 30 June 2010, 15.40-16.30
 
Created: 2010-07-05 12:08
Collection: Stochastic Partial Differential Equations
Publisher: Isaac Newton Institute
Copyright: Hausenblas, E
Language: eng (English)
Credits:
Author:  Hausenblas, E
 
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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