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HOP

Seminar

S-ROCK: explicit methods for stiff stochastic problems

Abdulle, A (Edinburgh)
Wednesday 04 July 2007, 14:00-15:00

Seminar Room 1, Newton Institute

Abstract

Abstract:

In this talk, we discuss a new class of methods for the solution of stiff stochastic differential equations. (This is a joint work with S. Cirilli).

Presentation

[pdf ]

Audio

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