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Sebastian Riedel 0003

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affiliation: TU Berlin, Germany
affiliation: Weierstraß-Institut, Berlin, Germany

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Journal Articles

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2016
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  - journals/siamnum/BayerFRS16
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  - https://dblp.org/rec/journals/siamnum/BayerFRS16
Christian Bayer, Peter K. Friz, Sebastian Riedel, John Schoenmakers:
From Rough Path Estimates to Multilevel Monte Carlo. SIAM J. Numer. Anal. 54(3): 1449-1483 (2016)

Informal and Other Publications

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2023
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  - journals/corr/abs-2306-17579
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Martin Redmann, Sebastian Riedel:
Exact dimension reduction for rough differential equations. CoRR abs/2306.17579 (2023)
2020
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  - journals/corr/abs-2003-12626
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Martin Redmann, Sebastian Riedel:
Runge-Kutta methods for rough differential equations. CoRR abs/2003.12626 (2020)
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Sebastian Riedel, Yue Wu:
Semi-implicit Taylor schemes for stiff rough differential equations. CoRR abs/2006.13689 (2020)

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