Stefan Engelhardt

Finance · 2018

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Stefan Engelhardt trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Florent Malrieu
  2. Sotirios Sabanis
  3. Martin Hutzenthaler

Papers from Stefan Engelhardt's perspective

Ordered by how strongly the researchers Stefan Engelhardt trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
  2. A note on tamed Euler approximations
  3. Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Proceedings of the Royal Society A)
  4. On a strong form of propagation of chaos for McKean-Vlasov equations
  5. Convergence to equilibrium for granular media equations and their Euler schemes
  6. Multilevel Monte Carlo Path Simulation (Operational Research)
  7. Topics in Optimal Transportation
  8. Forward-Backward Stochastic Differential Equations and their Applications
  9. Financial Modelling with Jump Processes
  10. Stochastic Equations in Infinite Dimensions

Their papers