Rikard Anton
- A fully discrete approximation of the one-dimensional stochastic heat equation
2017/11/22 by Rikard Anton, Anton, Rikard, David Cohen +3 · 3 citations
Economics, Econometrics and Finance · Earth and Planetary Sciences · Physics and Astronomy · #Stochastic processes and financial applications #Meteorological Phenomena and Simulations #Advanced Thermodynamics and Statistical Mechanics
- Exponential integrators for stochastic Schr "odinger equations driven by\n Ito noise
2016/01/25 by Rikard Anton, David Cohen, Anton, Rikard +1 · 1 citation
Economics, Econometrics and Finance · #35Q55 #60H15 #65C20 #65C30 #65C50 #65J08 #FOS: Mathematics #Numerical Analysis (math.NA) #Stochastic processes and financial applications