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Brian Ewald


Speaker: Brian Ewald
Title: Numerical Methods in Stochastic Differential Equations
Affiliation: Florida State University
Date: Thursday, September 8, 2011
Place and Time: Room 106, Love Building, 3:35-4:30 pm
Refreshments: Room 204, Love Building, 3:00 pm

Abstract. Stochastic differential equations are frequently applied in areas ranging from the physical sciences to finance. As analytical solutions are only very rarely available, numerical methods are almost always required to get quantitative information. We will look at some issues that arise, and how things differ from the nonstochastic case.