Lord, Gabriel
- Adaptive Euler methods for stochastic systems with non-globally\n Lipschitz coefficients
2018/05/28 by Cónall Kelly, Kelly, Cónall, Gabriel J. Lord +1 · 2 citations
Economics, Econometrics and Finance · Social Sciences · #60H15 #60H35 #65C30 #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Numerical Analysis (math.NA) #Stochastic processes and financial applications
- Efficient strong integrators for linear stochastic systems
2007/08/21 by Lord, Gabriel, Malham, Simon J. A., Wiese, Anke · 1 citation
#60H10 #60H35 #93E20 #FOS: Mathematics #Numerical Analysis (math.NA)
- The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model
2020/02/24 by Cónall Kelly, Gabriel J. Lord, Kelly, Cónall +3 · 1 citation
Economics, Econometrics and Finance · #60H10 #60H35 #65C30 #91G30 #91G60 #Computational Finance (q-fin.CP) #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Monetary Policy and Economic Impact #Numerical Analysis (math.NA) #Stochastic processes and financial applications
- Strong convergence of a Verlet integrator for the semi-linear stochastic\n wave equation
2020/09/16 by Lehel Banjai, Gabriel J. Lord, Banjai, Lehel +3 · 1 citation
Economics, Econometrics and Finance · #FOS: Mathematics #Numerical Analysis (math.NA) #Stochastic processes and financial applications
- Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs
2022/10/20 by Lord, Gabriel, Petersson, Andreas · 1 citation
#35K51 (Secondary) #60G15 #60G60 #60H15 (Primary) 65M12 #65M60 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)