09.07.2025, 10:15
– 2.09.0.17
Forschungsseminar: Gruppen und Operatoralgebren
On factoriality of the Neretin group von Neumann algebra
Basile Morando (ENS Lyon)
Jan Martin Nicolaus
Abstract:
Differential equations are ubiquitous throughout most topics of applied mathematics, physics and engineering.
The study of stochastic differential equations (SDEs) enables the modeling and thorough investigation of non-deterministic systems such as option pricing, surface growth by vapor deposition or the evolution of some population influenced by random effects.
This talk will provide a brief application-oriented survey of SDEs. After a short theoretical introduction a simulation method is introduced. Based on this framework two methods for parameter estimation are presented. The talk is concluded by a comparison between both methods.
Details are announced via mailing list "SIAM-chapter-list", or ask Franziska or Florian.