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The Numerical Approximation for SPDEs driven by Levy Processes

Date: 
Wednesday 30th June 2010 - 15:40 to 16:30
Venue: 
INI Seminar Room 1
Abstract: 
The topic of the talk is the numerical approximation of spdes driven by Levy noise. Here the main emphasis will be on the topic how to simulate a Levy walk.
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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons