<div class="csl-bib-body">
<div class="csl-entry">Gerencser, M., Lampl, G., & Ling, C. (2023). Milstein scheme for SDEs with irregular drift. In <i>MCM23: Book of Abstracts</i> (pp. 32–32).</div>
</div>
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/191815
-
dc.language.iso
en
-
dc.subject
Milstein scheme
en
dc.subject
stochastic differential equations
en
dc.title
Milstein scheme for SDEs with irregular drift
en
dc.type
Inproceedings
en
dc.type
Konferenzbeitrag
de
dc.contributor.affiliation
TU Wien, Österreich
-
dc.description.startpage
32
-
dc.description.endpage
32
-
dc.type.category
Abstract Book Contribution
-
tuw.booktitle
MCM23: Book of Abstracts
-
tuw.researchTopic.id
A3
-
tuw.researchTopic.name
Fundamental Mathematics Research
-
tuw.researchTopic.value
100
-
tuw.publication.orgunit
E101-01 - Forschungsbereich Analysis
-
dc.description.numberOfPages
1
-
tuw.author.orcid
0000-0002-0106-962X
-
tuw.event.name
14th International Conference on Monte Carlo Methods And Applications 2023
en
tuw.event.startdate
26-06-2023
-
tuw.event.enddate
30-06-2023
-
tuw.event.online
On Site
-
tuw.event.type
Event for scientific audience
-
tuw.event.place
Paris
-
tuw.event.country
FR
-
tuw.event.institution
Sorbonne Université
-
tuw.event.presenter
Gerencser, Mate
-
wb.sciencebranch
Mathematik
-
wb.sciencebranch.oefos
1010
-
wb.sciencebranch.value
100
-
item.languageiso639-1
en
-
item.grantfulltext
none
-
item.cerifentitytype
Publications
-
item.openairetype
conference paper
-
item.openairecristype
http://purl.org/coar/resource_type/c_5794
-
item.fulltext
no Fulltext
-
crisitem.author.dept
E101-01 - Forschungsbereich Analysis
-
crisitem.author.dept
TU Wien
-
crisitem.author.dept
E101-01 - Forschungsbereich Analysis
-
crisitem.author.orcid
0000-0002-0106-962X
-
crisitem.author.parentorg
E101 - Institut für Analysis und Scientific Computing
-
crisitem.author.parentorg
E101 - Institut für Analysis und Scientific Computing