The following pages link to Kristian Debrabant (Q512851):
Displaying 28 items.
- Cheap arbitrary high order methods for single integrand SDEs (Q512852) (← links)
- Composition of stochastic B-series with applications to implicit Taylor methods (Q623272) (← links)
- B-series analysis of iterated Taylor methods (Q639959) (← links)
- Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380) (← links)
- Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
- General order conditions for stochastic partitioned Runge-Kutta methods (Q1647653) (← links)
- Weak antithetic MLMC estimation of SDEs with the milstein scheme for low-dimensional Wiener processes (Q1726623) (← links)
- On asymptotic global error estimation and control of finite difference solutions for semilinear parabolic equations (Q1736992) (← links)
- Convergence of Runge-Kutta methods applied to linear partial differential-algebraic equations (Q1772796) (← links)
- Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
- Stochastic B-series and order conditions for exponential integrators (Q2008706) (← links)
- Parametric model reduction via interpolating orthonormal bases (Q2008742) (← links)
- Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← links)
- Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants (Q2100531) (← links)
- Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise (Q2216480) (← links)
- Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation (Q2321088) (← links)
- On the global error of special Runge-Kutta methods applied to linear differential algebraic equations (Q2343676) (← links)
- Continuous weak approximation for stochastic differential equations (Q2479386) (← links)
- Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (Q2483553) (← links)
- Semi-Lagrangian schemes for linear and fully non-linear diffusion equations (Q2840616) (← links)
- Semi-Lagrangian schemes for parabolic equations (Q2849676) (← links)
- Derivative-free weak approximation methods for stochastic differential equations in finance (Q2849677) (← links)
- On the Acceleration of the Multi-Level Monte Carlo Method (Q2949839) (← links)
- Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations (Q3504226) (← links)
- A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations (Q4594904) (← links)
- Backward differentiation formula finite difference schemes for diffusion equations with an obstacle term (Q5077019) (← links)
- Stochastic Taylor Expansions: Weight Functions of B-Series Expressed as Multiple Integrals (Q5305281) (← links)
- B–Series Analysis of Stochastic Runge–Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values (Q5305927) (← links)
