MS19B - Numerical methods for stochastic differential equationsOrganized by: Evelyn Buckwar, David Cohen
Full discretisation of semi-linear stochastic wave equations driven by multiplicative noise
How can SPDE simulations become more efficient?
Deterministic approximations of PDEs via SDE approximations, the Feynman-Kac formula, and interpolation
Quadratic invariant preserving methods for SDEs and redundant order conditions