- Numerical methods for stochastic (partial) differential equations
- Monte Carlo algorithms 
- Complexity of continuous problems
 
                                    
                                        
                                    
                                    
                                        
                                    
                                 
                             
                        
                
        
                                    
                                    
                                    
                                        
                                    
                                    
                                
                        
                    
                    
                        
                        
                        
                            
                        
                            
                                
                            
                        
                            
                        
                            
                        
                            
                        
                            
                        
                            
                        
                            
                        
                            
                        
                            
                        
                            
                        
                            
                        
                            
                        
                            
                        
                            
                        
                            
                        
                            
                        
                        
                        
                            
                            
                            
                            
                                
                                
                            
                            
                            
                        
                        
                    
                 
             
            
            
            
            
                    
                    
                
            
         
    
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