The following pages link to Jacques Printems (Q453263):
Displaying 21 items.
- Absolute continuity for some one-dimensional processes (Q453264) (← links)
- Stability of the stochastic heat equation in \(L^{1}([0,1])\) (Q638279) (← links)
- The stochastic Korteweg-de Vries equation in \(L^2(\mathbb{R})\) (Q1288197) (← links)
- Numerical simulation of the stochastic Korteweg-de Vries equation (Q1808362) (← links)
- Volatility uncertainty quantification in a stochastic control problem applied to energy (Q2176387) (← links)
- Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term (Q2338710) (← links)
- Convergence of a semi-discrete scheme for the stochastic Korteweg-de Vries equation (Q2471396) (← links)
- A stochastic quantization method for nonlinear problems (Q2724975) (← links)
- Weak order for the discretization of the stochastic heat equation (Q3055122) (← links)
- Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation (Q3189424) (← links)
- Functional quantization for numerics with an application to option pricing (Q3367274) (← links)
- (Q3374068) (← links)
- Optimal Quantization for Finance: From Random Vectors to Stochastic Processes (Q3631198) (← links)
- First-Order Schemes in the Numerical Quantization Method (Q4409034) (← links)
- (Q4423144) (← links)
- Optimal quadratic quantization for numerics: the Gaussian case (Q4432548) (← links)
- AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS (Q4659534) (← links)
- Discretization and Simulation of the Zakai Equation (Q5434659) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)
- On the discretization in time of parabolic stochastic partial differential equations (Q5890275) (← links)
- On the discretization in time of parabolic stochastic partial differential equations (Q5890474) (← links)