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Citation

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Number of items: 3.

Article

Jentzen, Arnulf ; Kloeden, Peter E. ; Neuenkirch, Andreas ORCID: 0000-0002-0419-1225 (2009) Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients. Numerische Mathematik Berlin [u.a.] 112 1 41-64 [Article]

Jentzen, Arnulf ; Neuenkirch, Andreas ORCID: 0000-0002-0419-1225 (2009) A random Euler scheme for Carathéodory differential equations. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 224 1 346-359 [Article]

Conference or workshop publication

Jentzen, Arnulf ; Kloeden, Peter E. ; Neuenkirch, Andreas ORCID: 0000-0002-0419-1225 Pathwise convergence of numerical schemes for random and stochastic differential equations. Cucker, Felipe London Mathematical Society Lecture Note Series 363 140-161 In: Foundations of Computational Mathematics, Hong Kong 2008 (2009) Cambridge Foundations of Computational Mathematics, Hong Kong 2008 (Hong Kong, China) [Conference or workshop publication]

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