A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients

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.