Stochastic Numerics Seminar
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Tue, 01/11/2011 15:15 |
Tamas Szekely |
Stochastic Numerics Seminar  |
Oxford-Man Institute |
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Thu, 10/11/2011 16:15 |
Mike Giles |
Stochastic Numerics Seminar |
Oxford-Man Institute |
| In these two talks we will look at a recent paper by David Anderson and Des Higham: http://arxiv.org/pdf/1107.2181 This paper takes the Multilevel Monte Carlo method which I developed in 2006 for Brownian SDEs, and comes up with an elegant way of applying it to stochastic biochemical reaction networks. In this meeting | |||
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Thu, 17/11/2011 16:15 |
Mike Giles |
Stochastic Numerics Seminar |
Oxford-Man Institute |
| In these two talks we will look at a recent paper by David Anderson and Des Higham: http://arxiv.org/pdf/1107.2181 This paper takes the Multilevel Monte Carlo method which I developed in 2006 for Brownian SDEs, and comes up with an elegant way of applying it to stochastic biochemical reaction networks. | |||
