Gabriel J. Lord
- Stochastic exponential integrators for finite element discretization of\n SPDEs for multiplicative and additive noise
2011/03/10 by Gabriel J. Lord, Antoine Tambue, Lord, Gabriel J +1 · 3 citations
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Numerical Analysis (math.NA) #Probability (math.PR) #Statistical Methods and Inference #Stochastic processes and financial applications
- Adaptive Euler methods for stochastic systems with non-globally\n Lipschitz coefficients
2018/05/28 by Cónall Kelly, Gabriel J. Lord, Kelly, Cónall +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
- 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, Banjai, Lehel, Gabriel J. Lord +3 · 1 citation
Economics, Econometrics and Finance · #FOS: Mathematics #Numerical Analysis (math.NA) #Stochastic processes and financial applications
- Nonlinear dynamics and pattern bifurcations in a model for vegetation stripes in semi-arid environments
2006/09/19 by Jonathan A. Sherratt, Gabriel J. Lord · 2 citations
Agricultural and Biological Sciences · Environmental Science · #Biocrusts and Microbial Ecology #Ecology and Vegetation Dynamics Studies #Ecosystem dynamics and resilience