University of Münster
CRIS@UM
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Master of Science Sangmeng Li

No current affiliations available for this person. The person is no longer active at the university.

Publications

Multilevel monte carlo implementation for SDEs driven by truncated stable processes
Dereich S., Li S. (2016)
In:  (eds.), , 3-27. Springer Publishing. doi:10.1007/978-3-319-33507-0_1
Research article in edited proceedings (conference) | Peer reviewed | Published
Multilevel Monte Carlo for Lévy-driven sdes: Central limit theorems for adaptive Euler schemes
Dereich S., Li S. (2016)
In: Annals of Applied Probability, 26(1), 136-185. doi:10.1214/14-AAP1087
Research article (journal) | Peer reviewed | Published

Projects

SPP 1324 - WP: Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations (SPP1324)
Duration: 14/07/2008 - 30/06/2015 | 1st Funding period
Funded by: DFG - Priority Programme
Type of project: Subproject in DFG-joint project hosted outside University of Münster