Mathematics – Numerical Analysis
Scientist
Mathematics
Numerical Analysis
Scientist
A Semigroup Point Of View On Splitting Schemes For Stochastic (Partial) Differential Equations
Cubature Methods For Stochastic (Partial) Differential Equations In Weighted Spaces
Efficient simulation and calibration of general HJM models by splitting schemes
Semigroup Splitting And Cubature Approximations For The Stochastic Navier-Stokes Equations
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