Minicurso: Numerical methods for stochastic differential equations

Orador: Angel Tocino (Universidade de Salamanca) Horário: 23 de janeiro, 17h-18h30 24 de janeiro, 17h-18h30 25 de janeiro, 10h-11h30. Local: Sala de reuniões do Departamento de Matemática. Resumo do curso: Stochastic differential equations (SDEs) have become an important tool in many scientific areas owing to their application for modeling dynamical systems. Most of SDEs cannot be solved…