stochastic particle systems

PhD Student Abdul Lateef Haji Ali to Present 'Monte Carlo Methods' Talk at University of Basel

Aug 8, 12:30 - 13:30

KAUST

Monte carlo methods stochastic particle systems Multilevel Monte Carlo

In this talk, I explore the application of single level and multilevel Monte Carlo methods for computing key quantities in a stochastic particle system within the mean-field framework.