Jacques PRINTEMS
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PRINTEMS
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Jacques
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Site: | UPEC | |
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Téléphone: | +33 1 45 17 16 55 | |
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Strong order of convergence of a fully discretized approximation of a linear stochastic Volterra type evolution equation
auteurJacques Printems, Kovacs MihalyMathematics of Computation à paraître (2013)
- Weak order for the discretization of the stochastic heat equation.
- Notes on Numerical Methods for Partial Differential Equations in Finance
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Convergence of a semi-discrete scheme for the stochastic Korteweg-de Vries equation
auteurArnaud Debussche, Jacques PrintemsDiscrete and Continuous Dynamical Systems - Series B 6 (2006) 761-781
- Discretization and simulation for a class of SPDEs with applications to Zakai and McKean-Vlasov equations