Greig Smith

Identifiers

• name variant Greig Smith 0.60 · backfill

Papers (4)

1. An unbiased Ito type stochastic representation for transport PDEs: A Toy Example math.PR · 2018 · author #2
2. Importance sampling for McKean-Vlasov SDEs math.PR · 2018 · author #2
3. Hybrid PDE solver for data-driven problems and modern branching math.NA · 2017 · author #3
4. Robust and Consistent Estimation of Generators in Credit Risk q-fin.RM · 2017 · author #1

Mentions

• 1804.03563 #2 · arxiv_oai · confidence 0.70 Greig Smith
• 1705.03666 #3 · arxiv_oai · confidence 0.70 Greig Smith

Frequent Coauthors

• Goncalo dos Reis 3 shared papers
• Francisco Bernal 1 shared papers
• Gon\c{c}alo dos Reis 1 shared papers
• Peter Tankov 1 shared papers