Greig Smith

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 Greig Smith trusts overall

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

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

Papers from Greig Smith's perspective

Ordered by how strongly the researchers Greig Smith 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