Pages that link to "Item:Q5350487"
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The following pages link to Splitting Methods for SPDEs: From Robustness to Financial Engineering, Optimal Control, and Nonlinear Filtering (Q5350487):
Displaying 5 items.
- (Q4445183) (← links)
- Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations (Q6101777) (← links)
- Splitting integrators for linear Vlasov equations with stochastic perturbations (Q6616292) (← links)
- Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations (Q6619597) (← links)
- Efficient option pricing in the rough Heston model using weak simulation schemes (Q6657699) (← links)
