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Philipp Doersek

Identifiers

  • name variant Philipp Doersek 0.60 · backfill

Papers (5)

  1. High order splitting schemes with complex timesteps and their application in mathematical finance math.NA · 2012 · author #1
  2. Cubature Methods For Stochastic (Partial) Differential Equations In Weighted Spaces math.PR · 2012 · author #1
  3. Efficient simulation and calibration of general HJM models by splitting schemes math.PR · 2011 · author #1
  4. Semigroup Splitting And Cubature Approximations For The Stochastic Navier-Stokes Equations math.NA · 2011 · author #1
  5. A Semigroup Point Of View On Splitting Schemes For Stochastic (Partial) Differential Equations math.PR · 2010 · author #1

Mentions

  • 1210.5392 #1 · arxiv_oai · confidence 0.70 Philipp Doersek
  • 1201.4024 #1 · arxiv_oai · confidence 0.70 Philipp Doersek
  • 1112.5330 #1 · arxiv_oai · confidence 0.70 Philipp Doersek
  • 1105.2579 #1 · arxiv_oai · confidence 0.70 Philipp Doersek
  • 1011.2651 #1 · arxiv_oai · confidence 0.70 Philipp Doersek
  • 1210.5392 #1 · backfill · confidence 0.70 Philipp Doersek
  • 1201.4024 #1 · backfill · confidence 0.70 Philipp Doersek
  • 1112.5330 #1 · backfill · confidence 0.70 Philipp Doersek
  • 1105.2579 #1 · backfill · confidence 0.70 Philipp Doersek
  • 1011.2651 #1 · backfill · confidence 0.70 Philipp Doersek

Frequent Coauthors