Date/heure
12 avril 2018
09:15 - 10:15
Oratrice ou orateur
Arturo Kohatsu-Higa
Catégorie d'évènement Groupe de travail Probabilités et Statistique
Résumé
In these two presentations, we will first introduce using basic stochastic calculus, the parametrx method and then show how to deduce an unbiased simulation method and its interpretations.
We will discuss its advantages and shortcomings and then discuss how to solve them.
using a second
order method.
We will also give some simulation results and then time allowing we will discuss some other extensions.