Harbir Lamba
- An Adaptive Euler-Maruyama Scheme For SDEs: Convergence and Stability
2006/01/02 by Harbir Lamba, Lamba, H., Jonathan C. Mattingly +3 · 2 citations
Economics, Econometrics and Finance · Physics and Astronomy · #Stochastic processes and financial applications #Advanced Thermodynamics and Statistical Mechanics #Complex Systems and Time Series Analysis