T:A:L:K:S

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title:

Constructive Quantization and Multilevel Algorithms for Quadrature of SDEs

name:

Dereich

first name:

Steffen

location/conference:

SPP-JT09

PREPRINT-link:

http://www.dfg-spp1324.de/publications.php?lang=de

PRESENTATION-link:

http://dfg-spp1324.de/download/jt09/talks/dereich.pdf

abstract:

In this talk, I summarize the progress and the current state of the abovementioned project.
In particular, we will discuss recent findings for multilevel Monte Carlo algorithms for Levy-driven SDEs.