Ryan Kurniawan

ETH Zurich — Switzerland

Economics, Econometrics and Finance · Social Sciences

8h-index171citations11works0.02yr avg
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Research Topics

Stochastic processes and financial applications(10), Advanced Mathematical Modeling in Engineering(6), Fluid Dynamics and Turbulent Flows(3), Numerical methods in inverse problems(3), Financial Risk and Volatility Modeling(1)

Publications11 total

Weak Convergence Rates for Euler-Type Approximations of Semilinear Stochastic Evolution Equations with Nonlinear Diffusion Coefficients
Foundations of Computational Mathematics·2020· 42 citedOpen Access
Strong and weak divergence of exponential and linear-implicit Euler approximations for stochastic partial differential equations with superlinearly growing nonlinearities
arXiv (Cornell University)·2019· 15 citedOpen Access
Regularity Properties for Solutions of Infinite Dimensional Kolmogorov Equations in Hilbert Spaces
Potential Analysis·2018· 13 citedOpen Access
Weak convergence rates for numerical approximations of parabolic stochastic partial differential equations with non-additive noise
Repository for Publications and Research Data (ETH Zurich)·2018Open Access
On the mild Itô formula in Banach spaces
Discrete and Continuous Dynamical Systems - B·2018· 8 citedOpen Access
Regularity Properties for Solutions of Infinite Dimensional Kolmogorov Equations in Hilbert Spaces
Repository for Publications and Research Data (ETH Zurich)·2016· 2 citedOpen Access
On the differentiability of solutions of stochastic evolution equations with respect to their initial values
arXiv (Cornell University)·2016· 12 citedOpen Access
Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values
arXiv (Cornell University)·2015· 11 citedOpen Access
Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients
arXiv (Cornell University)·2015· 18 citedOpen Access
Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients
arXiv (Cornell University)·2014· 44 citedOpen Access
Optimal Portfolio Selection Based on Expected Shortfall Under Generalized Hyperbolic Distribution
Asia-Pacific Financial Markets·2014· 6 cited

Frequent Co-authors

Arnulf Jentzen(9), Adam Andersson(4), Mario Hefter(2), Daniel Conus(1), Matteo Beccari(1), Martin Hutzenthaler(1), Felix Lindner(1), Diyora Salimova(1), Timo Welti(1), Sonja Cox(1), Primož Pušnik(1), Budhi Surya(1)