KAUST CEMSE AMCS STOCHNUM Prof Raul Tempone

Raul F. Tempone

Professor, Applied Mathematics and Computational Sciences
Professors
KAUST CEMSE AMCS STOCHNUM PhD Dissertation Defense Juho Häppölä Efficient Numerical Methods for Stochastic Differential Equations
Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance by Juho Häppölä
Juho Häppölä
Thursday, August 24, 15:00
- 16:30
Building 3, Room 5209
PhD Dissertation Defense
KAUST CEMSE AMCS STOCHNUM Seminar Arturo Kohatsu SDEs With Irregular Coefficients
SDEs with irregular coefficients By Prof. Arturo Kohatsu (Ritsumeikan University, Japan)
Prof. Arturo Kohatsu
Thursday, March 27, 14:00
- 15:00
Building 1, Room 4214
Seminar
Optimization of mesh hierarchies in Multilevel Monte Carlo samplers
8 years 6 months ago
On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks
9 years 2 months ago
Construction of a mean square error adaptive Euler–Maruyama method with applications in multilevel Monte Carlo
9 years 4 months ago
A Stochastic Phase-Field Model Determined from Molecular Dynamics
13 years 6 months ago
Convergence rates for adaptive weak approximation of stochastic differential equations
18 years 5 months ago
Adaptive weak approximation of stochastic differential equations
22 years 4 months ago