Seminar series
Date
Thu, 17 Nov 2011
16:15
16:15
Location
Oxford-Man Institute
Speaker
Mike Giles
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.