| Publication | Date of Publication | Type |
|---|
| An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence | 2024-12-05 | Paper |
| Weak approximations of stochastic partial differential equations with fractional noise | 2024-10-09 | Paper |
| Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients | 2023-07-05 | Paper |
| Weak convergence of the backward Euler method for stochastic Cahn-Hilliard equation with additive noise | 2023-07-03 | Paper |
| Numerical approximation of the invariant distribution for a class of stochastic damped wave equations | 2023-06-24 | Paper |
| Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model | 2023-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5873663 | 2023-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5874666 | 2023-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5874803 | 2023-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5875074 | 2023-02-09 | Paper |
| Strong and weak convergence rates of logarithmic transformed truncated EM methods for SDEs with positive solutions | 2022-10-06 | Paper |
| Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients | 2022-07-15 | Paper |
| Symmetric-adjoint and symplectic-adjoint Runge-Kutta methods and their applications | 2022-06-08 | Paper |
| Strong convergence of the tamed Euler scheme for scalar SDEs with superlinearly growing and discontinuous drift coefficient | 2022-05-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3384972 | 2021-12-17 | Paper |
| Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise | 2021-05-28 | Paper |
| First order strong convergence of an explicit scheme for the stochastic SIS epidemic model | 2021-04-23 | Paper |
| A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations | 2020-08-17 | Paper |
| Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients | 2020-02-24 | Paper |
| Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity | 2019-11-27 | Paper |
| Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs | 2019-11-22 | Paper |
| Dissipativity of \(\theta \)-methods for nonlinear delay differential equations | 2019-09-20 | Paper |
| Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients | 2019-08-28 | Paper |
| Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients | 2019-07-26 | Paper |
| High order method for Black-Scholes PDE | 2019-03-25 | Paper |
| A full-discrete exponential Euler approximation of invariant measure for parabolic stochastic partial differential equations | 2018-11-05 | Paper |
| Dissipativity of the backward Euler method for nonlinear Volterra functional differential equations in Banach space | 2018-10-16 | Paper |
| An improved Milstein method for stiff stochastic differential equations | 2018-10-16 | Paper |
| Chebyshev spectral collocation method for stochastic delay differential equations | 2018-10-16 | Paper |
| Symmetric-adjoint and symplectic-adjoint methods and their applications | 2018-08-16 | Paper |
| A formally second-order BDF compact ADI difference scheme for the two-dimensional fractional evolution equation | 2018-07-18 | Paper |
| A second-order BDF compact difference scheme for fractional-order Volterra equation | 2016-07-19 | Paper |
| An error corrected Euler-Maruyama method for stiff stochastic differential equations | 2016-06-22 | Paper |
| Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps | 2016-01-25 | Paper |
| Analytical approximation for distorted expectations | 2015-12-23 | Paper |
| \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations | 2015-11-11 | Paper |
| A class of symplectic partitioned Runge-Kutta methods | 2015-03-30 | Paper |
| Higher order strong approximations of semilinear stochastic wave equation with additive space-time white noise | 2015-03-02 | Paper |
| Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations | 2014-08-08 | Paper |
| Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations | 2014-08-05 | Paper |
| B-convergence of split-step one-leg theta methods for stochastic differential equations | 2014-08-05 | Paper |
| Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps | 2014-07-15 | Paper |
| Mean-square exponential stability of an improved split-step backward Euler method for stochastic delay integro-differential equations | 2014-06-30 | Paper |
| Compensated stochastic theta methods for stochastic differential delay equations with jumps | 2013-10-22 | Paper |
| The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients | 2013-04-22 | Paper |
| A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise | 2013-02-15 | Paper |
| Correction of Gauss quadrature formulas | 2013-01-24 | Paper |
| Stability of split-step one-leg theta methods for stochastic differential equations | 2013-01-24 | Paper |
| Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise | 2012-12-04 | Paper |
| A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise | 2012-11-21 | Paper |
| Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations | 2012-11-09 | Paper |
| Delay-dependent stability analysis of numerical methods for stochastic delay differential equations | 2012-06-08 | Paper |
| Dissipativity of linear multistep methods for an integro-differential equation | 2012-06-01 | Paper |
| Stability of analytical and numerical solutions for nonlinear stochastic delay differential equations with jumps | 2012-04-03 | Paper |
| Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion | 2012-03-13 | Paper |
| Mean-square convergence and stability of the balanced method for stochastic delay differential equations | 2012-01-27 | Paper |
| Stability of the Milstein method for stochastic differential equations with jumps | 2011-12-08 | Paper |
| The improved split-step backward Euler method for stochastic differential delay equations | 2011-11-29 | Paper |
| Convergence and stability of the balanced methods for stochastic differential equations with jumps | 2011-11-29 | Paper |
| Monotonicity-preserving multistep Runge-Kutta methods | 2011-07-19 | Paper |
| Mean square convergence of stochastic \(\theta\)-methods for nonlinear neutral stochastic differential delay equations | 2011-03-31 | Paper |
| Stability of numerical solutions to the delay logistic equations with piecewise continuous arguments | 2011-02-05 | Paper |
| Delay-dependent stability analysis of trapezium rule for second order delay differential equations with three parameters | 2010-12-20 | Paper |
| Dissipativity of Runge-Kutta methods for integro-differential equations | 2010-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3052266 | 2010-11-05 | Paper |
| Delay dependent stability of a class of boundary value methods for delay differential equation | 2010-09-16 | Paper |
| Compensated stochastic theta methods for stochastic differential equations with jumps | 2010-08-13 | Paper |
| Delay-dependent stability of symmetric schemes in boundary value methods for DDEs | 2009-12-18 | Paper |
| Errors of linear multistep methods for singularly perturbed Volterra delay-integro-differential equations | 2009-07-22 | Paper |
| Dissipativity of \(\theta \)-methods for nonlinear delay differential equations of neutral type | 2009-04-30 | Paper |
| The split-step backward Euler method for linear stochastic delay differential equations | 2009-03-17 | Paper |
| Mean square convergence of one-step methods for neutral stochastic differential delay equations | 2009-01-16 | Paper |
| Analytical and numerical stability of neutral delay integro-differential equations and neutral delay partial differential equations | 2008-09-11 | Paper |
| Dissipativity of multistep Runge-Kutta methods for nonlinear Volterra delay-integro-differential equations | 2008-08-06 | Paper |
| Asymptotic stability of trapezium methods for delay-integro-differential equation | 2008-08-06 | Paper |
| Dissipativity of linear \(\theta \)-methods for integro-differential equations | 2008-04-17 | Paper |
| Asymptotic stability of Rosenbrock methods for systems of functional differential and functional equations | 2008-03-12 | Paper |
| Exact and discretized dissipativity of the pantograph equation | 2007-12-18 | Paper |
| Dissipativity of \(\theta\)-methods for nonlinear Volterra delay-integro-differential equations | 2007-06-29 | Paper |
| Asymptotic stability of Rosenbrock methods for the multi-pantograph equation | 2006-05-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4658632 | 2005-03-18 | Paper |
| Error of one-leg methods for singular perturbation problems with delays | 2004-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4483556 | 2003-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4784420 | 2003-06-17 | Paper |
| Linear stability of numerical methods for systems of functional differential equations with a proportional delay. | 2003-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4783284 | 2002-12-04 | Paper |
| Convergence of one-leg methods for singular perturbation problems with delays. | 2002-08-15 | Paper |
| Convergence results of one-leg and linear multistep methods for multiply stiff singular perturbation problems | 2002-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4508730 | 2000-10-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4382700 | 1998-05-12 | Paper |
| Multilevel Monte Carlo methods for positivity-preserving approximations of the Heston 3/2-model | N/A | Paper |
