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OW SNIPS - Irene Tubikanec (Johannes Kepler University, Linz)

Subtitles will be added soon. 17 November 2021 Irene Tubikanec (Johannes Kepler University, Linz) Plitting methods for SDEs with locally Lipschitz drift. An illustration on the FitzHugh-Nagumo…

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One World: Stochastic Numerics and Inverse Problems - Raul Tempone (KAUST)

Subtitles will be added soon. One World: Stochastic Numerics and Inverse Problems Raul Tempone (KAUST)

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One World SNIPS - Marco Iglesias

One World Virtual Seminar Series - Stochastic Numerics and Inverse ProblemsMarco Iglesias (University of Nottingham) Title: Ensemble Kalman Inversion: from subsurface environments to composite…

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One World SNIPS - Gabriel Lord

Gabriel Lord Numerics and SDE a model for the stochastically forced vorticity equation

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One World SNIPS - Abdul Lateef Haji-Ali

Speaker: Abdul Lateef Haji-Ali (Heriot Watt University) Title: Sub-sampling and other considerations for efficient risk estimation in large portfolios

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One World SNIPS - Conall Kelly

Speaker: Conall Kelly, University College Cork A hybrid, adaptive numerical method for the Cox-Ingersoll-Ross model

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One World SNIPS Charles-Edouard Bréhier

One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems Week 3, April 2020. Charles-Edouard Bréhier (Claude Bernard Lyon), Analysis of splitting schemes for the stochastic…

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