Gabriel Lord
Radboud Universiteit
H-index: 28
Europe-Netherlands
Top articles of Gabriel Lord
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Convergence of a exponential tamed method for a general interest rate model | Applied Mathematics and Computation | Gabriel Lord Mengchao Wang | 2024/4/15 |
Numerical approximation of SDEs driven by fractional Brownian motion for all using WIS integration | arXiv preprint arXiv:2404.07013 | Utku Erdogan Gabriel J Lord Roy B Schieven | 2024/4/10 |
An adaptive splitting method for the Cox-Ingersoll-Ross process | Applied Numerical Mathematics | Cónall Kelly Gabriel J Lord | 2023/4/1 |
Strong convergence of a class of adaptive numerical methods for SDEs with jumps | arXiv preprint arXiv:2312.06910 | Cónall Kelly Gabriel Lord Fandi Sun | 2023/12/12 |
Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients | BIT Numerical Mathematics | Cónall Kelly Gabriel J Lord Fandi Sun | 2023/6 |
Weak Convergence Of Tamed Exponential Integrators for Stochastic Differential Equations | arXiv preprint arXiv:2304.09496 | Utku Erdogan Gabriel J Lord | 2023/4/19 |
Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs | arXiv preprint arXiv:2210.11102 | Gabriel Lord Andreas Petersson | 2022/10/20 |
The role of adaptivity in a numerical method for the Cox–Ingersoll–Ross model | Journal of Computational and Applied Mathematics | Cónall Kelly Gabriel Lord Heru Maulana | 2022/8/15 |
The heat modulated infinite dimensional heston model and its numerical approximation | arXiv e-prints | Fred Espen Benth Gabriel Lord Giulia Di Nunno Andreas Petersson | 2022/6 |
Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients | Numerical Algorithms | Cónall Kelly Gabriel J Lord | 2022/2 |
Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation | Journal of Computational and Applied Mathematics | Utku Erdogan Gabriel J Lord | 2022/1/1 |
Near-real-time volcanic cloud monitoring: insights into global explosive volcanic eruptive activity through analysis of Volcanic Ash Advisories | Bulletin of Volcanology | Samantha Engwell L Mastin A Tupper Jamie Kibler P Acethorp | 2021/2 |
Strong convergence of a Verlet integrator for the semilinear stochastic wave equation | SIAM Journal on Numerical Analysis | Lehel Banjai Gabriel Lord Jeta Molla | 2021 |
Applying kriging proxies for Markov chain Monte Carlo in reservoir simulation | Computational Geosciences | Ilya Fursov Mike Christie Gabriel Lord | 2020/8 |
Selection of quasi-stationary states in the stochastically forced navier–stokes equation on the torus | Journal of Nonlinear Science | Margaret Beck Eric Cooper Gabriel Lord Konstantinos Spiliopoulos | 2020/8 |
Reversible and non-reversible Markov chain Monte Carlo algorithms for reservoir simulation problems | Computational Geosciences | P Dobson I Fursov G Lord M Ottobre | 2020/6 |
Co-Authors
