Lukas Szpruch - Edinburgh Research Explorer

Edinburgh Research Explorer

Dr Lukas Szpruch

Reader, Programme Director (ATI)

School of Mathematics

Willingness to take PhD students: Yes

Backward Stochastic Differential Equations - Numerics and Financial applications.

Research outputs

Exponential Convergence and stability of Howards's Policy Improvement Algorithm for Controlled Diffusions
Research output: Contribution to journal › Article
Multilevel Monte Carlo methods for the approximation of invariant measures of stochastic differential equations
Research output: Contribution to journal › Article
McKean-Vlasov SDEs under Measure Dependent Lyapunov Conditions
Research output: Working paper

View all (21) »

Research projects

TRAIN@Ed: Transnational Research and Innovation Network at Edinburgh
Project: Research
Deep PDE solvers for inverse problems and large population games
Project: Research
Iterative approach to Mean-Field Games for Cyber Security
Project: Research

View all (4) »

ID: 5249870