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METHOD:PUBLISH
BEGIN:VEVENT
DTSTAMP:20231202T122610Z
DTSTART:20231213T150000Z
DTEND:20231213T160000Z
SUMMARY:Chaman Kumar - An explicit first-order approximation of interacti
 ng particle system with common noise and non-differentiable drift coeffi
 cient 
UID:{http://www.columbasystems.com/customers/uom/gpp/eventid/}z2dv-lpo123
 g7-dj9ob6
DESCRIPTION:Chaman Kumar (Indian Institute of Technology Roorkee) will sp
 eak at the Probability seminar.\n\nWe introduce an explicit first-order 
 (Milstein-type) scheme for the interacting particle system and the assoc
 iated MV-SDE with common noise. The rate of strong convergence is invest
 igated by enriching the notions of bistability and consistency of the sc
 hemes which has been used earlier for standard SDEs. We do not require a
 ny derivatives on the drift coefficient in both measure and state compon
 ent.
STATUS:TENTATIVE
TRANSP:TRANSPARENT
CLASS:PUBLIC
LOCATION:Max Newman Room G.107\, Alan Turing Building\, Manchester
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