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University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > The Performance of the Euler Scheme for SDEs with Discontinuous Drift
![]() The Performance of the Euler Scheme for SDEs with Discontinuous DriftAdd to your list(s) Download to your calendar using vCal
If you have a question about this talk, please contact nobody. DMLW01 - International workshop on diffusions in machine learning: foundations, generative models, and optimisation In recent years there has been a flurry of research addressing the performance of the Euler scheme for SDEs with non-standard coefficients. In this talk we focus on SDEs with discontinuous drift, where a multitude of results have been obtained under very weak conditions. In particular, we show how recent work has connected this line of research with the study of stochastic algorithms (on an unbounded time domain). This talk is part of the Isaac Newton Institute Seminar Series series. This talk is included in these lists:
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