We place the numerical method of Cruzeiro, Malliavin and Thalmeier for simulation of elliptic diffusions in the context of Riemannian geometry and discuss possible extensions to the hypoelliptic case.
Date: 11 SEPTEMBER 2018 from 16:00 to 17:00
Event location: Dip. di Matematica, Aula Vitali
Type: Seminars