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!
| Publication | Date of Publication | Type |
|---|---|---|
| Multilevel Monte Carlo implementation for SDEs driven by truncated stable processes Springer Proceedings in Mathematics & Statistics | 2017-01-20 | Paper |
| Multilevel Monte Carlo simulation for stochastic differential equations driven by Lévy processes | 2016-03-11 | Paper |
| Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes The Annals of Applied Probability | 2016-03-11 | Paper |
| Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes The Annals of Applied Probability | 2016-03-11 | Paper |
| Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations Extraction of Quantifiable Information from Complex Systems | 2015-06-18 | Paper |
Research outcomes over time
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