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S-ROCK: explicit methods for stiff stochastic problems

Presented by: 
A Abdulle [Edinburgh]
Date: 
Wednesday 4th July 2007 - 14:00 to 15:00
Venue: 
INI Seminar Room 1
Abstract: 

Abstract:

In this talk, we discuss a new class of methods for the solution of stiff stochastic differential equations. (This is a joint work with S. Cirilli).

University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons