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2025

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. Open Access Journal of Mathematical Analysis and Applications Amsterdam [u.a.] 542 1, Article 128788 1-25 [Zeitschriftenartikel]
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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. Open Access Journal of Mathematics in Industry Berlin ; Heidelberg 15 1 1-25 [Zeitschriftenartikel]
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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. Open Access Mathematical Modelling and Numerical Analysis = Modélisation Mathématique et Analyse Numérique Les Ulis 59 1 487-518 [Zeitschriftenartikel]
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Kwossek, Anna P. ; Neuenkirch, Andreas ORCID: 0000-0002-0419-1225 ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2025) Functional differential equations driven by càdlàg rough paths. Open Access Electronic Journal of Probability : EJP Seattle, WA 30 Article 1381 1-32 [Zeitschriftenartikel]
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2023

Mickel, Annalena (2023) Weak and strong approximation of the Log-Heston model by Euler-Type methods and related topics. Open Access Mannheim [Dissertation]
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2022

Klingert, Sonja ; Lee, Jong-Won (2022) Using real mobility patterns to assess the impact of 100% electrified mobility in a German city. Open Access Energy Informatics Cham 5 Article 32 1-24 [Zeitschriftenartikel]
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2021

Mickel, Annalena ; Neuenkirch, Andreas ORCID: 0000-0002-0419-1225 (2021) The weak convergence rate of two semi-exact discretization schemes for the Heston model. Open Access Risks : Open Access Journal Basel 9 1 Article 23 [Zeitschriftenartikel]
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Neuenkirch, Andreas ORCID: 0000-0002-0419-1225 (2021) D. Higham, P. Kloeden: "An introduction to the numerical simulation of stochastic differential equations". Open Access Jahresbericht der Deutschen Mathematiker-Vereinigung Heidelberg 124 119-122 [Rezension]
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2020

Madensoy, Mehmet (2020) Change points and uniform confidence for spot volatility. Open Access Mannheim [Dissertation]
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2019

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. Open Access Advances in Difference Equations : ADE Cham 2019 Article 429 1-21 [Zeitschriftenartikel]
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Koch, Stefan (2019) Sensitivity results in stochastic analysis. Open Access Mannheim [Dissertation]
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2015

Altmayer, Martin (2015) Quadrature of discontinuous SDE functionals using Malliavin integration by parts. Open Access Mannheim [Dissertation]
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2013

Schneider, Georg Hubert (2013) Lagrange interpolation and quasi-interpolation using trivariate splines on a uniform partition. Open Access Mannheim [Dissertation]
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Diese Liste wurde am Sun Feb 15 05:06:54 2026 CET automatisch erstellt.