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SPD

Seminar

The Numerical Approximation for SPDEs driven by Levy Processes

Hausenblas, E (Salzburg)
Wednesday 30 June 2010, 15:40-16.30

Seminar Room 1, Newton Institute

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.

Presentation

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Video

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