MS19A - Numerical methods for stochastic differential equations

Organized by: Evelyn Buckwar, David Cohen

Markus Ableidinger
Structure preserving splitting integrators for stochastic differential equations

Antje Mugler
On partial differential equations with random coefficients

Andreas Rößler
A derivative-free approximation scheme for SPDEs with commutative noise

Claudia Schillings
Analysis of the Ensemble Kalman Filter for Inverse Problems

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