Adaptive weak approximation of stochastic differential equations

By A. Szepessy, Raúl Tempone, Georgios E. Zouraris. 2001

95 citations recorded by the source corpus.

Subfields: Computational Mechanics, Finance, Ocean Engineering

View Paper: https://www.semanticscholar.org/paper/0259e753897f4831688a3388247711f5886adb60

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Mechanics

1. Raúl Tempone
2. Ivo Babuska
3. Georgios E. Zouraris
4. Fabio Nobile
5. Anthony Nouy
6. Christoph Schwab
7. Carlos Armando Duarte
8. Albert Cohen

In Finance

1. Ivo Babuska
2. Raúl Tempone
3. Georgios E. Zouraris

In Ocean Engineering

1. Ivo Babuska
2. Raúl Tempone
3. Georgios E. Zouraris

Citations in the corpus

• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations (2004, methodology): “On the other hand a MCGFEM piecewise linear approximation on D with error TOL requires the same work as the optimal higher order method with error slightly larger than TOL1+d/4. See [ 53 ], p.”