{"id":366,"date":"2020-11-06T16:52:56","date_gmt":"2020-11-06T15:52:56","guid":{"rendered":"http:\/\/blogg.lnu.se\/disa\/?p=366"},"modified":"2020-11-06T16:58:26","modified_gmt":"2020-11-06T15:58:26","slug":"webinar-disa-dsm-november-10th","status":"publish","type":"post","link":"https:\/\/blogg.lnu.se\/disa\/?p=366","title":{"rendered":"Webinar DISA-DSM November 10th"},"content":{"rendered":"<p>The DISA-DSM group welcomes you to a webinar with Yaozhong Hu\u00a0\u00a0 (University Alberta, Edmonton, Canada)\u00a010 November at 13:00 Stockholm time<\/p>\n<p><strong>Title:<\/strong>\u00a0Numerical methods for stochastic Volterra integral equations with weakly singular kernels<\/p>\n<p><strong>Abstract:<\/strong>\u00a0In this talk, we \u00a0will introduce \u00a0stochastic Volterra integral equations with weakly singular kernels\u00a0and study the existence, uniqueness and Holder continuity of the solution. Then, we propose a\u00a0 theta-Euler-Maruyama\u00a0 scheme\u00a0 and a Milstein scheme to solve\u00a0 the equations numerically\u00a0 and\u00a0 we obtain the strong\u00a0 rates of convergence for both schemes in L^{p} norm for any p\\geq 1. For the theta-Euler-Maruyama\u00a0 scheme the rate is min {1-alpha, 1\\2-beta} and for the Milstein scheme the rate is min{1-alpha,1-2beta} when alpha\\neq \\frac 12,\u00a0where 0&lt;alpha&lt;1, 0&lt; beta&lt;1\\2. These\u00a0 results on the rates of convergence are significantly different from that of the similar schemes for the stochastic Volterra integral equations with regular\u00a0 kernels. The difficulty to obtain our results is the lack of Ito formula for the equations. To get around of this difficulty we use instead the Taylor formula and then carry a sophisticated\u00a0 analysis on the equation the solution satisfies.<\/p>\n<p>For more information and registration contact Nacira Agram &#8211; nacira.agram@lnu.se<\/p>\n<p><strong>Upcoming seminars:<\/strong><\/p>\n<ul>\n<li>17 November\u00a0 at 13:00 &#8211; Paolo Di Tella (University of Technology Dresden, Germany) <strong>Title:<\/strong>\u00a0On enlarged filtrations of point processes<\/li>\n<li>24 November\u00a0 at 12:00 &#8211; David SISKA (University of Edinburg, UK)<\/li>\n<li>24 November\u00a0 at 13:00 WEINAN E\u00a0 (<a href=\"https:\/\/www.princeton.edu\/\">Princeton University<\/a>, USA) <strong>Title:<\/strong> An Overview of Deep Learning Based Algorithms for high dimensional PDEs <strong>Abstract:<\/strong> I will give an overview of deep learning-based algorithms for PDEs. Topics to be covered includes: (1) The Deep BSDE method. (2) Applications to control theory. (3) Theoretical advances.<\/li>\n<li>30 November at 15:00 Jiequn Han (<a href=\"https:\/\/www.princeton.edu\/\">Princeton University<\/a>, USA)<\/li>\n<li>\u00a08 December at 13:00 Stockholm time Mathieu Lauriere (<a href=\"https:\/\/www.princeton.edu\/\">Princeton University<\/a>, USA)<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>The DISA-DSM group welcomes you to a webinar with Yaozhong Hu\u00a0\u00a0 (University Alberta, Edmonton, Canada)\u00a010 November at 13:00 Stockholm time Title:\u00a0Numerical methods for stochastic Volterra integral equations with weakly singular kernels Abstract:\u00a0In this talk, we \u00a0will introduce \u00a0stochastic Volterra integral equations with weakly singular kernels\u00a0and study the existence, uniqueness and Holder continuity of the solution. [&hellip;]<\/p>\n","protected":false},"author":401,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[459],"tags":[],"class_list":["post-366","post","type-post","status-publish","format-standard","hentry","category-events"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.7 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\r\n<title>Webinar DISA-DSM November 10th - DISA<\/title>\r\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\r\n<link rel=\"canonical\" href=\"https:\/\/blogg.lnu.se\/disa\/?p=366\" \/>\r\n<meta property=\"og:locale\" content=\"en_US\" \/>\r\n<meta property=\"og:type\" content=\"article\" \/>\r\n<meta property=\"og:title\" content=\"Webinar DISA-DSM November 10th - DISA\" \/>\r\n<meta property=\"og:description\" content=\"The DISA-DSM group welcomes you to a webinar with Yaozhong Hu\u00a0\u00a0 (University Alberta, Edmonton, Canada)\u00a010 November at 13:00 Stockholm time Title:\u00a0Numerical methods for stochastic Volterra integral equations with weakly singular kernels Abstract:\u00a0In this talk, we \u00a0will introduce \u00a0stochastic Volterra integral equations with weakly singular kernels\u00a0and study the existence, uniqueness and Holder continuity of the solution. 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