Łukasz Szpruch
Author
Alternate names Łukasz Szpruch, Lukasz Szpruch
Institutions The Alan Turing Institute, University of Edinburgh
Past institutions The Alan Turing Institute, University of Edinburgh, Universities UK, University of Oxford, University of Strathclyde
H-index: 10
I10-index: 10
Works count: 25
Citations count: 400
First order strong approximations of scalar SDEs defined in a domain
2014 · Andreas Neuenkirch, Łukasz Szpruch · Numerische Mathematik
Synthetic Data -- what, why and how?
2022 · J.B. Jordon, Łukasz Szpruch, et al. · arXiv (Cornell University)
An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis
2019 · Andreas Neuenkirch, Michaela Szölgyenyi, et al. · SIAM Journal on Numerical Analysis