Webrelaunch 2020

Oberseminar (Angewandte und Numerische Mathematik) (Sommersemester 2010)

  • 9.7 Lijin Wang (Chinese Academy of Sciences): On Numerical Solution of Stochastic Differential Equations

In this talk some basic issues of numerical solution of SDEs will be introduced, with special attention given to the construction of the structure-preserving algorithm, the stochastic symplectic methods for stochastic Hamiltonian systems, as well as application of numerical methods for SDEs in stochastic control problems.

Seminar: Freitag 16:00-17:30 1C-04
Seminarleitung Prof. Dr. Christian Wieners
Sprechstunde: Dienstag 09:30 - 10:30 Uhr
Zimmer 3.041 Kollegiengebäude Mathematik (20.30)
Email: christian.wieners@kit.edu