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