research
∙
04/19/2023
Weak Convergence Of Tamed Exponential Integrators for Stochastic Differential Equations
We prove weak convergence of order one for a class of exponential based ...
share
research
∙
12/17/2021
An adaptive splitting method for the Cox-Ingersoll-Ross process
We propose a new splitting method for strong numerical solution of the C...
research
∙
06/21/2021
