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

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
Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth
Research output: Contribution to journal › Article

View all (20) »

Research projects

Deep PDE solvers for inverse problems and large population games
Project: Research
Iterative approach to Mean-Field Games for Cyber Security
Project: Research
Turing Fellow
Project: Research

View all (3) »

ID: 5249870