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+44 1865 270502
Address
University of Oxford
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Oxford
OX2 6GG
Recent Publications:
A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations
Mathematics of Computation
issue 320
volume 88
page 2793-2825
(26 March 2019)
A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients
Discrete & Continuous Dynamical Systems - B
issue 8
volume 24
page 3475-3502
(2019)
Moments of quantum Lévy areas using sticky shuffle Hopf algebras
Annales de l’Institut Henri Poincaré D
issue 3
volume 5
page 437-466
(25 July 2018)
The Moments of Lévy's Area Using a Sticky Shuffle Hopf Algebra
Communications on Stochastic Analysis
issue 3
volume 11
(1 November 2017)
Error Analysis of Randomized Runge–Kutta Methods for Differential Equations with Time-Irregular Coefficients
Computational Methods in Applied Mathematics
issue 3
volume 17
page 479-498
(1 July 2017)