Lajos Gyurkó

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal oil production and the world supply of oil
Journal of Economic Dynamics and Control
2018-11-01Paper
Dimension-free Euler estimates of rough differential equations
(available as arXiv preprint)
2017-10-12Paper
Differential Equations Driven byΠ-Rough Paths
Proceedings of the Edinburgh Mathematical Society
2017-04-28Paper
Monte Carlo methods via a dual approach for some discrete time stochastic control problems
Mathematical Methods of Operations Research
2015-03-20Paper
Efficient and Practical Implementations of Cubature on Wiener Space
Stochastic Analysis 2010
2011-07-13Paper
Rough paths based numerical algorithms in computational finance2010-09-02Paper


Research outcomes over time


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