Adrian Blumenthal

EPFL SB SMA-GE
MA A2 393 (Bâtiment MA)
Station 8
CH-1015 Lausanne

EPFL > SB > MATH > ANMC

Web site: Web site: https://anmc.epfl.ch/

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Teaching & PhD

Courses

Numerical integration of stochastic differential equations

In this course we will introduce and study numerical integrators for stochastic differential equations. These numerical methods are important for many applications.