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Principle Seminar of the Department of Probability Theory, Moscow State University
September 11, 2013 16:45, Moscow, MSU, auditorium 16-10
 


Modern methods of computational stochastics

D. V. Belomestny

University of Duisburg-Essen

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Abstract: In this talk we review several modern methods of computational stochastics. In particular, multilevel Monte-Carlo methods, cubature methods and variance reduction methods will be discussed.

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