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DTSTART:20220327T030000
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BEGIN:VEVENT
DTSTAMP:20260406T000505Z
UID:1654703100@ist.ac.at
DTSTART:20220608T174500
DTEND:20220608T190000
DESCRIPTION:Speaker: Michaela Szölgyenyi\nhosted by M. Beiglböck\, N. Ber
 estycki\, L. Erdös\, J. Maas\, F. Toninelli\nAbstract: Random phenomena o
 ften appear in dynamical systems that we aim to analyse and to control. Ma
 thematics serves to describe these random dynamical systems by stochastic 
 differential equations (SDEs). In many cases the coefficients of these SDE
 s lack regularity properties that are assumed in the classical literature 
 on numerical methods for SDEs. For example\, when solving stochastic contr
 ol problems by simulation one has to take into account that the control mi
 ght depend on the controlled process in a discontinuous manner.Motivated b
 y this problem we study existence\, uniqueness\, and strong convergence ra
 tes of numerical methods for certain SDEs with non-globally Lipschitz coef
 ficients.
LOCATION:Heinzel Seminar Room (I21.EG.101)\, Office Building West\, ISTA
ORGANIZER:birgit.oosthuizen-noczil@ist.ac.at
SUMMARY:Michaela Szölgyenyi: Stochastic differential equations with irregu
 lar coefficients: mind the gap!
URL:https://talks-calendar.ista.ac.at/events/3813
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