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Publications by Lukasz Szpruch
Strong Convergence Rates for Backward Euler–Maruyama Method for Non-Linear Dissipative-Type Stochastic Differential Equations With Super-Linear Diffusion Coefficients
Stochastics
Modeling
Statistics
Probability
Simulation
Related publications
Equivalence of the Mean Square Stability Between the Partially Truncated Euler–Maruyama Method and Stochastic Differential Equations With Super-Linear Growing Coefficients
Advances in Difference Equations
Applied Mathematics
Number Theory
Analysis
Algebra
Strong Rate of Convergence for the Euler-Maruyama Approximation of Stochastic Differential Equations With Jumps and Irregular Drift Coefficient
Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Simulation Method for Solving Stochastic Differential Equations With Constant Diffusion Coefficients
Journal of Mathematics and Computer Science
Computational Mechanics
Computational Mathematics
Computer Science Applications
Mathematics
Linear Differential Equations With Periodic Coefficients
Proceedings of the American Mathematical Society
Mathematics
Applied Mathematics
Symplectic Schemes for Linear Stochastic Schrödinger Equations With Variable Coefficients
Abstract and Applied Analysis
Applied Mathematics
Analysis
Oscillation Criteria for Neutral Second-Order Half-Linear Differential Equations With Applications to Euler Type Equations
Boundary Value Problems
Number Theory
Analysis
Algebra
He’s Homotopy Perturbation Method for Solving Linear and Non-Linear Fredholm Integro-Differential Equations
International Journal of Theoretical and Applied Mathematics
Convergence Rates for Finite Elementapproximations of Stochastic Partial Differential Equations
Stochastics and Stochastic Reports
Convergence Results for Unbounded Solutions of First Order Non-Linear Differential-Functional Equations
Annales Polonici Mathematici
Mathematics
