Kristian Debrabant - Syddansk Universitet
www.sdu.dk
Derivative-free weak approximation methods for stochastic differential equations in finance. Publication: Research - peer-review › Book chapter
Institut für Mathematik » Mitarbeiter » Prof. Dr. Andreas Rößler
www.math.uni-luebeck.de
Kristian Debrabant and Andreas Rößler: Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations, Math.
B-series Analysis of Iterated Taylor Methods - Kristian Debrabant,...
books.google.de
books.google.comhttp://books.google.com/books/about/B_series_Analysis_of_Iterated_Taylor_Met.html?id=PQi_ZwEACAAJ&utm_source=gb-gplus-shareB- ...
Consistency Analysis of Stochastic Runge-Kutta and Taylor Methods -...
books.google.nl
Kristian Debrabant pages. 0 Reviewshttp://books.google.com/books/about/Consistency_Analysis_of_Stochastic_Runge.html?id=RHTLZwEACAAJ ...
Continuous Runge-Kutta Methods for Stratonovich Stochastic...
books.google.de
... Methods for Stratonovich Stochastic Differential Equations. Front Cover. Kristian Debrabant, Andreas Rößler. Techn. Univ., FB Mathematik, pages.
Consisteny Analysis of Stochastic Runge-Kutta and Taylor Methods -...
books.google.de
Title, Consisteny Analysis of Stochastic Runge-Kutta and Taylor Methods. Author, Kristian Debrabant. Published, Length, 186 pages. Export Citation ...
[ v1] Classification of Stochastic Runge-Kutta Methods for...
arxiv.org
From: Kristian Debrabant [view email] [v1] Tue, 19 Mar :37:38 GMT (34kb). Which authors of this paper are endorsers? | Disable MathJax (What is ...
CiteSeerX — APPLICATIONS TO IMPLICIT TAYLOR METHODS
citeseerx.ist.psu.edu
APPLICATIONS TO IMPLICIT TAYLOR METHODS . Cached. Download Links [www.math.ntnu.no] Save to List; Add to Collection; ... {Kristian Debrabant and Anne …
[ ] Diagonally drift-implicit Runge-Kutta methods of weak...
arxiv.org
Submission history. From: Kristian Debrabant [view email] [v1] Wed, 20 Mar :40:42 GMT (557kb) [v2] Sun, 8 May :05:57 GMT ...
[ ] Runge-Kutta methods for third order weak approximation of...
arxiv.org
Submission history. From: Kristian Debrabant [view email] [v1] Tue, 6 Oct :23:35 GMT (18kb) [v2] Tue, 6 Oct :19:57 GMT (18kb)
Client Request Error
www.sciencedirect.com
Composition of stochastic B-series with applications to implicit Taylor methods. Kristian Debrabant a, ,; Anne Kværnø b,. aTechnische Universität Darmstadt, ...
b-series analysis of stochastic runge–kutta methods that use an Jstor
www.jstor.org
182 KRISTIAN DEBRABANT AND ANNE KVMRN0 are interpreted in terms of the order of the overall scheme, we distinguish Ito from. Stratonovich SDEs, weak ...
Anne Kværnø - dblp
dblp.uni-trier.de
Kristian Debrabant, Anne Kværnø: B-Series Analysis of Stochastic Runge-Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values.
Kristian Debrabant - dblp
dblp.org
Kristian Debrabant, Andreas Rößler: Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential ...
EconPapers: Classification of stochastic Runge–Kutta methods for the...
econpapers.repec.org
Classification of stochastic Runge–Kutta methods for the weak approximation of stochastic differential equations. Kristian Debrabant and Andreas Rößler
Runge-Kutta methods for third order weak approximation of SDEs with...
link.springer.com
A new class of third order Runge-Kutta methods for stochastic differential equations with additive noise is introduced. In contrast to Platen’s method, which...
All web results to the name "Kristian Debrabant"
2013 – Commands
team.inria.fr
January 7, (Salle de Séminaire, UMA) : 14:00 Kristian Debrabant (University of Southern Denmark). Convergence of one-step methods for SDEs.
BIT Numerical Mathematics | springerprofessional.de
www.springerprofessional.de
General order conditions for stochastic partitioned Runge–Kutta methods. Sverre Anmarkrud, Kristian Debrabant, Anne Kværnø | Issue
[PDF] B-Series Analysis of Stochastic Runge-Kutta Methods That Use an...
www.semanticscholar.org
B-Series Analysis of Stochastic Runge-Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values. Kristian Debrabant, Anne Kværnø ...
B-Series Analysis of Stochastic Runge-Kutta Methods That Use an...
www.proquest.com
KRISTIAN DEBRABANT AND ANNE KVRN. Abstract. In recent years, implicit stochastic RungeKutta (SRK) methods have been developed both for strong and ...
Hopp til lokal navigasjon
www.math.ntnu.no
4/07: Kristian Debrabant and Anne Kværnø: Convergence of stochastic Runge-Kutta methods that use an iterative scheme to compute their internal stage values ...
[PDF] Convergence of stochastic Runge-Kutta methods that use an...
www.semanticscholar.org
Convergence of Stochastic Runge-kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values. Kristian Debrabant, Anne Kværnø, ...
Department of mathematical sciences
www.math.ntnu.no
: Kristian Debrabant and Anne Kværnø · Convergence of stochastic Runge-Kutta methods that use an iterative scheme to compute their internal stage ...
Runge-Kutta methods for third order weak approximation of SDEs with...
www.springerprofessional.de
A new class of third order Runge-Kutta methods for stochastic differential equations with additive noise is introduced. In contrast to Platen’s
Related search requests for Kristian Debrabant
| Espen Robstad Andreas Rößler Michael Giles | Andreas Rossler Jens Lang Giovanni Samaey |
People Forename "Kristian" (6641) Name "Debrabant" (19) |
sorted by relevance / date