sites.google.com/view/probai-...
sites.google.com/view/probai-...
Meet the new Lattice Random Walk (LRW) discretisation for SDEs. It’s radically different from traditional methods like Euler-Maruyama (EM) in that each iteration can only move in discrete steps {-δₓ, 0, δₓ}.
Meet the new Lattice Random Walk (LRW) discretisation for SDEs. It’s radically different from traditional methods like Euler-Maruyama (EM) in that each iteration can only move in discrete steps {-δₓ, 0, δₓ}.
Details on the programme and registration can be found at the workshop website (sites.google.com/view/probai-...).
Details on the programme and registration can be found at the workshop website (sites.google.com/view/probai-...).