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SUMMARY:The Performance of the Euler Scheme for SDEs with Discontinuous Dr
 ift - Tim Johnston (University of Edinburgh)
DTSTART:20240715T140000Z
DTEND:20240715T143000Z
UID:TALK219022@talks.cam.ac.uk
DESCRIPTION:In recent years there has been a flurry of research addressing
  the performance of the Euler scheme for SDEs with non-standard coefficien
 ts. In this talk we focus on SDEs with discontinuous drift\, where a multi
 tude of results have been obtained under very weak conditions. In particul
 ar\, we show how recent work has connected this line of research with the 
 study of stochastic algorithms (on an unbounded time domain).
LOCATION:External
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