Personen - MADOC

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Anzahl der Einträge: 10.

Kloeden, Peter E. ; Neuenkirch, Andreas

(2013) Convergence of numerical methods for stochastic differential equations in mathematical finance. Gerstner, Thomas Recent Developments in Computational Finance Interdisciplinary Mathematical Sciences New Jersey, NJ [u.a.] 14 49-80 [Buchkapitel]

Kloeden, Peter E. ; Lord, Gabriel J. ; Neuenkirch, Andreas

; Shardlow, Tony (2011) The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 235 5 1245-1260 [Zeitschriftenartikel]

Kloeden, Peter E. ; Neuenkirch, Andreas

; Pavani, Raffaella (2011) Multilevel Monte Carlo for stochastic differential equations with additive fractional noise. Annals of Operations Research New York, NY [u.a.] 189 1 255-276 [Zeitschriftenartikel]

Garrido-Atienza, Maria J. ; Kloeden, Peter E. ; Neuenkirch, Andreas

(2009) Discretization of stationary solutions of stochastic systems driven by fractional Brownian motion. Applied Mathematics and Optimization New York, NY ; Heidelberg ; Berlin 60 2 151-172 [Zeitschriftenartikel]

Jentzen, Arnulf ; Kloeden, Peter E. ; Neuenkirch, Andreas

(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 [Zeitschriftenartikel]

Jentzen, Arnulf ; Kloeden, Peter E. ; Neuenkirch, Andreas

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) [Konferenzveröffentlichung]

Kloeden, Peter E. ; Neuenkirch, Andreas

; Pavani, Raffaella (2009) Synchronization of noisy dissipative systems under discretization. Journal of Difference Equations and Applications London [u.a.] 15 8/9 785-801 [Zeitschriftenartikel]

Kloeden, Peter E. ; Neuenkirch, Andreas

; Caraballo, Tomás (2008) Synchronization of systems with multiplicative noise. Stochastics and Dynamics : SD Singapore [u.a.] 8 1 139-154 [Zeitschriftenartikel]

Caraballo, Tomás ; Kloeden, Peter E. ; Neuenkirch, Andreas

; Pavani, Raffaella (2008) Synchronization of dissipative systems with additive and linear noise. Tammer, Christiane Festschrift in celebration of Prof. Dr. Wilfried Grecksch's 60th birthday Interdisciplinary Mathematical Sciences Aachen 25-47 [Buchkapitel]

Kloeden, Peter E. ; Neuenkirch, Andreas

(2007) The pathwise convergence of approximation schemes for stochastic differential equations. LMS Journal of Computation and Mathematics London 10 1 235-253 [Zeitschriftenartikel]

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