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TU Wien Academic Press
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Year of Publication
Record link:
http://hdl.handle.net/20.500.12708/191815
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Title:
Milstein scheme for SDEs with irregular drift
en
Citation:
Gerencser, M., Lampl, G., & Ling, C. (2023). Milstein scheme for SDEs with irregular drift. In
MCM23: Book of Abstracts
(pp. 32–32).
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Publication Type:
Inproceedings - Abstract Book Contribution
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Language:
English
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Authors:
Gerencser, Mate
Lampl, Gerald
Ling, Chengcheng
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Organisational Unit:
E101-01 - Forschungsbereich Analysis
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Published in:
MCM23: Book of Abstracts
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Date (published):
26-Jun-2023
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Event name:
14th International Conference on Monte Carlo Methods And Applications 2023
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Event date:
26-Jun-2023 - 30-Jun-2023
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Event place:
Paris, France
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Number of Pages:
1
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Keywords:
Milstein scheme; stochastic differential equations
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Research Areas:
Fundamental Mathematics Research: 100%
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Science Branch:
1010 - Mathematik: 100%
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Appears in Collections:
Conference Paper
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