writing
Expository
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Solving Parabolic PDEs via Weak Approximations of SDEs
A theoretical introduction to Monte Carlo methods for solving PDEs. Also contains a self-contained introduction to weak approximation for SDEs.
Creative
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卖胡饼的叔叔 (The Pancake Uncle)
A short piece of prose (in Chinese) recalling a man who used to sell Hotteok pancakes near my home in Seoul.