Seminar on Stochastics and PDEs: Jani Nykänen

Event information

Event date
-
Event type
Public lectures, seminars and round tables
Event language
English
Event accessibility
Event space is accessible for all
Event payment
Free of charge
Event location category
Mattilanniemi
MaD 245

Title:  Random walk approximation of mean field BSDEs: convergence rate

Abstract: I will discuss a convergence rate result for mean field backward stochastic differential equations in a Markovian setting. 

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