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On existence, uniqueness, and Euler-Maruyama approximation of solutions of jump-diffusion SDEs with discontinuous drift

Speaker(s)
Paweł Przybyłowicz
Affiliation
AGH Kraków
Date
June 4, 2020, 10:15 a.m.
Information about the event
https://meet.google.com/hey-wojt-wej
Seminar
Seminar of Numerical Analysis Group