Euler Approximations for PDMPs

Euler Approximation Schemes for Piecewise Deterministic Markov Processes

CDS collaborator Andrea Bertazzi presents new results regarding Euler-type approximations for Piecewise Deterministic Markov Processes, which are used in some of the cutting-edge methods of computational statistics.

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Start Date: 27/05/2021 [add to calendar]
Start Time: 3:30pm (AEST)