Logarithmic Gradient Transformation and Chaos Expansion of Itô Processes

Article Properties
Journal Category
Science
Mathematics
Refrences
Title Journal Journal Categories Citations Publication Date
Multi-index Monte Carlo: when sparsity meets sampling Numerische Mathematik
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 69 2016
On the Cauchy Problem for Fokker–Planck–Kolmogorov Equations with Potential Terms on Arbitrary Domains Journal of Dynamics and Differential Equations
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 14 2016
Multilevel Monte Carlo Path Simulation

 Operations Research
  • Technology: Manufactures: Production management. Operations management
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Technology: Engineering (General). Civil engineering (General)
 732 2008
High-Order Collocation Methods for Differential Equations with Random Inputs SIAM Journal on Scientific Computing
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 907 2005
10.1007/BF02355450 Journal of Mathematical Sciences 1997