Utku Erdogan | DeepAI

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Gabriel J. Lord
3 publications

research

∙ 04/19/2023

Weak Convergence Of Tamed Exponential Integrators for Stochastic Differential Equations

We prove weak convergence of order one for a class of exponential based ...

0 Utku Erdogan, et al. ∙

research

∙ 06/21/2021

Strong Convergence of a GBM Based Tamed Integrator for SDEs and an Adaptive Implementation

We introduce a tamed exponential time integrator which exploits linear t...

0 Utku Erdogan, et al. ∙