Strong and Weak Approximation of Semilinear Stochastic Evolution Equations

Type
Publication
Lecture Notes in Mathematics, vol. 2093, Springer, Cham
Raphael Kruse
Raphael Kruse
Professor

Prof. Dr. Raphael Kruse is the head of the working group “Numerik stochastischer Differentialgleichungen” at Martin-Luther-University Halle-Wittenberg. His research interests include numerical methods and stochastic analysis for stochastic evolution equations and Monte Carlo methods.