22.04.2024, 10:30
– Room 2.09.2.22
Verteidigung der Masterarbeit / Defence of the Master's thesis
Computational optimization of ideal weaves
Juliane Harnisch
Ilya Pavlyukevich (Jena)
In case of SDEs driven by continuous semimartingales, it is well know that their Wong-Zakai approximations converge to Stratonovich SDEs, whereas in the jump case the so-called Marcus (canonical) SDEs appear. In this talk we will consider Lévy-driven transport equations of Marcus type. This is a joint work with L.-S. Hartmann (FSU Jena).
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