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Küpper, Dominique

  1. Stability Analysis and Classification of Runge-Kutta Methods for Index 1\n Stochastic Differential-Algebraic Equations with Scalar Noise
    2013/11/04 by Dominique Küpper, Küpper, Dominique, Anne Kværnø +3 · 2 citations
    Computer Science · Economics, Econometrics and Finance · Mathematics · #60H35 #65C30 #65L20 #65L80 #FOS: Mathematics #Matrix Theory and Algorithms #Numerical Analysis (math.NA) #Numerical methods for differential equations #Stochastic processes and financial applications