Graduate Thesis of Hernán Mardones
 | Program | PhD in Applied Sciences with mention in Mathematical Engineering, Universidad de Concepción |
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| Enrollment Year | 2009 | |
| Senior Year | 2017 | |
| Thesis Title | Numerical Solution of Stochastic Differential Equations with Multiplicative Noise | |
Thesis Summary: | ||
| Thesis Director(s) | Antoine Lejay, Carlos Mora | |
| Thesis Project Approval Date | 2012, August 23 | |
| Thesis Defense Date | 2017, June 22 | |
| Professional Monitoring | ||
| PDF Thesis | Download Thesis PDF  | |
ISI Publications from the ThesisRolando BISCAY, Juan C. JIMENEZ, Hernán MARDONES, Carlos M. MORA, Mónica SELVA: A stable numerical scheme for stochastic differential equations with multiplicative noise. SIAM Journal on Numerical Analysis, vol. 55, 4, pp. 1614-1649, (2017). |
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