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Research schools;Dynamical Systems and Ordinary Differential Equations;Probability and Statistics
The talk will have two parts: In the first part, I will go over some of the basic feature of cubature methods for approximating solutions of classical SDEs and how they can be adapted to solve Backward SDEs. In the second part, I will introduce some recent results on the use of cubature method for approximating solutions of McKean-Vlasov SDEs.
65C30 ; 60H10 ; 34F05 ; 60H35 ; 91G60
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