Particle algorithm for McKean SDE: a short review on numerical analysis | Vidéo | Carmin.tv

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Particle algorithm for McKean SDE: a short review on numerical analysis

By Mireille Bossy

Appears in collections : Ecoles de recherche, CEMRACS - Summer school: Numerical methods for stochastic models: control, uncertainty quantification, mean-field / CEMRACS - École d'été : Méthodes numériques pour équations stochastiques : contrôle, incertitude, champ moyen

Information about the video

Date of recording 18/07/2017
Date of publication 26/07/2017
Institution CIRM
Licence CC BY NC ND
Language English
Audience Researchers, Graduate Students
Director(s) Guillaume Hennenfent
Format MP4

Citation data

DOI 10.24350/CIRM.V.19198803
Cite this video Bossy, Mireille (18/07/2017). Particle algorithm for McKean SDE: a short review on numerical analysis. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19198803
URL https://dx.doi.org/10.24350/CIRM.V.19198803

Domain(s)

MSC codes

Document(s)

http://smai.emath.fr/cemracs/cemracs17/Slides/bossy.pdf

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