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Mean exit times and multi-level Monte Carlo with applications in finance
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Refinable stable local bivariate spline bases on Powell-Sabin-12 triangulations
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Asymptotic properties and finite time convergence of classical and modified methods for stochastic differential equations
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Stochastic SIS epidemic models and corresponding statistical inference
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Bernstein-Bézier techniques and optimal algorithms in finite element analysis
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Mathematical modelling of thixotropic and antithixotropic fluids
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Thin fluid films subject to external airflows
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