Making high order methods effective

Terry Lyons (University of Oxford)
Wednesday, June 29, 2016 - 6:15pm
HU Berlin, Rudower Chaussee 25, Room 1.115

High order methods allow the inclusion of more information. How're there can be a horrendous price. Methods, like recombination and meoization can be very effective in counterbalancing the complexity that otherwise arises rather rapidly.

Joint work with Maria Tchernychova and Wei Pan.