The following pages link to Andreas Rößler (Q438711):
Displaying 44 items.
- (Q234763) (redirect page) (← links)
- A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise (Q438712) (← links)
- Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q492922) (← links)
- Numerical simulation of stochastic replicator models in catalyzed RNA-like polymers (Q730885) (← links)
- Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917) (← links)
- Trees and asymptotic expansions for fractional stochastic differential equations (Q838310) (← links)
- Runge-Kutta methods for affinely controlled nonlinear systems (Q885947) (← links)
- Method of lines for stochastic boundary-value problems with additive noise (Q924418) (← links)
- Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380) (← links)
- Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
- Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803) (← links)
- Iterated stochastic integrals in infinite dimensions: approximation and error estimates (Q2287874) (← links)
- Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation (Q2321088) (← links)
- A step size control algorithm for the weak approximation of stochastic differential equations (Q2454747) (← links)
- Second order Runge-Kutta methods for Stratonovich stochastic differential equations (Q2458222) (← links)
- Continuous weak approximation for stochastic differential equations (Q2479386) (← links)
- Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (Q2483553) (← links)
- Runge-Kutta methods for Itô stochastic differential equations with scalar noise (Q2492722) (← links)
- An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox (Q2700009) (← links)
- Derivative-free weak approximation methods for stochastic differential equations in finance (Q2849677) (← links)
- On the Acceleration of the Multi-Level Monte Carlo Method (Q2949839) (← links)
- An adaptive discretization algorithm for the weak approximation of stochastic differential equations (Q2954562) (← links)
- Coefficients of Runge-Kutta Schemes for Itô Stochastic Differential Equations (Q2955361) (← links)
- Stochastic Runge–Kutta Methods for Itô SODEs with Small Noise (Q2998009) (← links)
- Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments (Q3059068) (← links)
- Embedded Stochastic Runge-Kutta Methods (Q3061527) (← links)
- Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes (Q3158191) (← links)
- Explicit Order 1.5 Schemes for the Strong Approximation of Itô Stochastic Differential Equations (Q3177139) (← links)
- Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations (Q3375542) (← links)
- Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations (Q3504226) (← links)
- Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations (Q3578051) (← links)
- Stochastic Taylor Expansions for Functionals of Diffusion Processes (Q3578749) (← links)
- (Q4429353) (← links)
- (Q4517254) (← links)
- Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise (Q4581904) (← links)
- (Q4805354) (← links)
- Split-step double balanced approximation methods for stiff stochastic differential equations (Q5031844) (← links)
- On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion (Q5073873) (← links)
- An Analysis of the Milstein Scheme for SPDEs Without a Commutative Noise Condition (Q5117947) (← links)
- Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations (Q5392396) (← links)
- Adaptive schemes for the numerical solution of SDEs -- a comparison (Q5957933) (← links)
- A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439) (← links)
- An Analysis of Approximation Algorithms for Iterated Stochastic Integrals and a Julia and MATLAB Simulation Toolbox (Q6388791) (← links)
- An Exponential Stochastic Runge-Kutta Type Method of Order up to 1.5 for SPDEs of Nemytskii-type (Q6757603) (← links)
