Numerical Methods for SDEs with Singular Coefficients - Lecture 1
Explore a comprehensive lecture on numerical methods for stochastic differential equations (SDEs) with singular coefficients in this first installment of a series presented by Benjamin Jourdain. Recorded during the thematic meeting "Stochastic and Deterministic Analysis for Irregular Models" at the Centre International de Rencontres Mathématiques in Marseille, France, on January 8, 2024, this 1 hour and 34 minute talk delves into advanced mathematical concepts. Access this video and other presentations by renowned mathematicians through CIRM's Audiovisual Mathematics Library, which offers features such as chapter markers, keywords for targeted viewing, enriched content including abstracts and bibliographies, and a multi-criteria search function. Gain valuable insights into cutting-edge research in stochastic analysis and numerical methods for solving complex differential equations with irregular coefficients.