Brian Ewald

Available identifiers

Publication	Date of Publication	Type
CAM stochastic volatility model for option pricing	2018-10-12	Paper
Weak versions of stochastic Adams-Bashforth and semi-implicit leapfrog schemes for SDEs	2014-03-31	Paper
Approximation of the long-term dynamics of the dynamical system generated by the two-dimensional thermohydraulics equations	2013-12-02	Paper
Computing expected transition events in reducible Markov chains	2010-08-19	Paper
On modelling physical systems with stochastic models: diffusion versus Lévy processes	2009-01-21	Paper
Some remarks on the numerical approximation of stochastic differential equations	2008-10-24	Paper
STOCHASTIC SOLUTIONS OF THE TWO-DIMENSIONAL PRIMITIVE EQUATIONS OF THE OCEAN AND ATMOSPHERE WITH AN ADDITIVE NOISE	2007-04-25	Paper
Error and convergence of two numerical schemes for stochastic differential equations	2006-09-12	Paper
Numerical Analysis of Stochastic Schemes in Geophysics	2005-10-28	Paper
Analysis of stochastic numerical schemes for the evolution equations of geophysics	2004-06-15	Paper
Maximum principles for the primitive equations of the atmosphere	2003-03-16	Paper

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