Special Colloquia, Department of Statistics Monday, February 12, 2001 3:30 PM in UNIV 003 Professor Soledad Torres Universidad de Valparaiso, Chile, Visiting Purdue University will speak on Euler Scheme for a Class of Countable Systems of Stochastic Differential Equations Abstract We propose an Euler Scheme for a class of countable systems of SDEs. The solutions are approximated by processes taking values in finite dimensional spaces. We estimate the global error, and expand it for a class of smooth functions in powers of the discretazation step size. We also extend the result to some SDEs taking values in Hilbert spaces.

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