Discretisations of rough stochastic PDEs

By Martin Hairer, K. Matetski. 2015

93 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/4ffd1e293d2302ec8f8c87a64a88161953a5aed9

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In Computational Theory and Mathematics

  1. Jean-Christophe Mourrat
  2. Herbert Koch
  3. Massimiliano Gubinelli
  4. Hendrik Weber
  5. Tadahiro Oh
  6. Felix Otto
  7. Antoine Gloria
  8. S. Armstrong

In Finance

  1. Jean-Christophe Mourrat
  2. Hendrik Weber
  3. Herbert Koch
  4. Tadahiro Oh
  5. Massimiliano Gubinelli
  6. Martin Hairer
  7. Samy Tindel
  8. Nicolas Perkowski

In Mathematical Physics

  1. Hendrik Weber
  2. Jean-Christophe Mourrat
  3. Tadahiro Oh
  4. Herbert Koch
  5. Massimiliano Gubinelli
  6. Martin Hairer
  7. Felix Otto
  8. D. Tataru

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