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Faculties and Departments
(8688)
School of Business Informatics and Mathematics
(1243)
Wirtschaftsmathematik II: Stochastische Numerik (Neuenkirch 2013-)
(12)
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A
Altmayer, Martin
(2015)
Quadrature of discontinuous SDE functionals using Malliavin integration by parts.
Mannheim [Doctoral dissertation]
Preview
B
Böhme, Timo
;
Göttlich, Simone
ORCID: 0000-0002-8512-4525
;
Neuenkirch, Andreas
ORCID: 0000-0002-0419-1225
(2025)
A nonlocal traffic flow model with stochastic velocity.
Mathematical Modelling and Numerical Analysis = Modélisation Mathématique et Analyse Numérique Les Ulis 59 1 487-518 [Article]
G
Göttlich, Simone
ORCID: 0000-0002-8512-4525
;
Lux, Kerstin
;
Neuenkirch, Andreas
ORCID: 0000-0002-0419-1225
(2019)
The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate.
Advances in Difference Equations : ADE Cham 2019 Article 429 1-21 [Article]
Preview
Göttlich, Simone
ORCID: 0000-0002-8512-4525
;
Heieck, Jacob
;
Neuenkirch, Andreas
ORCID: 0000-0002-0419-1225
(2025)
Using low-discrepancy points for data compression in machine learning: an experimental comparison.
Journal of Mathematics in Industry Berlin ; Heidelberg 15 1 1-25 [Article]
K
Koch, Stefan
(2019)
Sensitivity results in stochastic analysis.
Mannheim [Doctoral dissertation]
Preview
Klingert, Sonja
;
Lee, Jong-Won
(2022)
Using real mobility patterns to assess the impact of 100% electrified mobility in a German city.
Energy Informatics Cham 5 Article 32 1-24 [Article]
M
Madensoy, Mehmet
(2020)
Change points and uniform confidence for spot volatility.
Mannheim [Doctoral dissertation]
Preview
Mickel, Annalena
;
Neuenkirch, Andreas
ORCID: 0000-0002-0419-1225
(2021)
The weak convergence rate of two semi-exact discretization schemes for the Heston model.
Risks : Open Access Journal Basel 9 1 Article 23 [Article]
Mickel, Annalena
(2023)
Weak and strong approximation of the Log-Heston model by Euler-Type methods and related topics.
Mannheim [Doctoral dissertation]
Mickel, Annalena
;
Neuenkirch, Andreas
ORCID: 0000-0002-0419-1225
(2025)
On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients.
Journal of Mathematical Analysis and Applications Amsterdam [u.a.] 542 1, Article 128788 1-25 [Article]
N
Neuenkirch, Andreas
ORCID: 0000-0002-0419-1225
(2021)
D. Higham, P. Kloeden: "An introduction to the numerical simulation of stochastic differential equations".
Jahresbericht der Deutschen Mathematiker-Vereinigung Heidelberg 124 119-122 [Review]
S
Schneider, Georg Hubert
(2013)
Lagrange interpolation and quasi-interpolation using trivariate splines on a uniform partition.
Mannheim [Doctoral dissertation]
This list was created automatically on
Sun Jan 19 08:01:46 2025 CET