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Session:
7. Numerical methods for Stochastic equations
Organisers:
Kevin Burrage
<kb@maths.uq.edu.au>
Tom Mitsui
<mitsui@torii.nuie.nagoya-u.ac.jp>
Speakers
Multireset American-Style Put Options Valuation And Optimal Resetting
Quentin Kerr,
Australia
Waveform Relaxation Methods for Solving Stochastic Differential Equations
Gatot F. Hertono,
Australia
The Dynamics of Numerical Stochastic Differential Equations
Bevina D. Handari,
Australia
Optimal pathwise approximation of stochastic differential equations
Norbert Hofmann,
Germany
Characteristics of Numerical Realization via Stochastic Partial Differential Equation
Yoshihiro Saito,
Japan
Convergence results for Stochastic Differential Equation methods by B-series
Kevin Burrage,
australia
Variable stepsize implementation for solving SDEs
Pamela Burrage,
australia
Stability Properties of the Euler Methods for SDEs
TIANHAI TIAN,
Australia
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