David Siska
Finance · 2014
A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 6 citations into it
Whom David Siska trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from David Siska's perspective
Ordered by how strongly the researchers David Siska trusts endorse each paper. Same corpus, a different order for every researcher.
- Multilevel Monte Carlo Path Simulation (Operational Research)
- Multilevel Monte Carlo Methods
- Exponential convergence of Langevin distributions and their discrete approximations
- On Discretization Schemes for Stochastic Evolution Equations
- Euler approximations with varying coefficients: The case of superlinearly growing diffusion coefficients
- A note on tamed Euler approximations
- Impulses and Physiological States in Theoretical Models of Nerve Membrane.
- 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)
- Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations (SIAM Journal on Numerical Analysis)
- Stochastic equations in infinite dimensions
Their papers
- Convergence of tamed Euler schemes for a class of stochastic evolution equations (2014) — 55 citations