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Global Approximation of SDEs Driven by Countably Dimensional Wiener Process

Offered By: Banach Center via YouTube

Tags

Stochastic Differential Equation Courses Mathematical Analysis Courses Numerical Methods Courses Stochastic Processes Courses Probability Theory Courses

Course Description

Overview

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Explore a 27-minute conference talk from the 51st Conference on Applications of Mathematics, presented by Łukasz Stępień from the Center for Applications of Mathematics at AGH University of Science and Technology in Kraków. Delve into the global approximation of stochastic differential equations (SDEs) driven by countably dimensional Wiener processes. Gain insights into advanced mathematical concepts and their applications in this specialized presentation from the Banach Center.

Syllabus

On the global approximation of SDEs driven by countably dimensional Wiener process


Taught by

Banach Center

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