Norbert Hofmann

MaRDI QIDQ192031zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag Journal of Computational and Applied Mathematics	2006-10-25	Paper
On the global error of Itô--Taylor schemes for strong approximation of scalar stochastic differential equations Journal of Complexity	2004-11-23	Paper
Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. The Annals of Applied Probability	2004-10-27	Paper
Approximating Large Diversified Portfolios Mathematical Finance	2003-02-02	Paper
Linear vs standard information for scalar stochastic differential equations Journal of Complexity	2002-09-30	Paper
The optimal discretization of stochastic differential equations Journal of Complexity	2001-07-23	Paper
Optimal approximation of stochastic differential equations by adaptive step-size control Mathematics of Computation	2000-05-22	Paper
Option Pricing Under Incompleteness and Stochastic Volatility Mathematical Finance	1997-08-31	Paper
Extrapolation Methods for the Weak Approximation of Ito Diffusions SIAM Journal on Numerical Analysis	1997-07-08	Paper
On quasi-Monte Carlo simulation of stochastic differential equations Mathematics of Computation	1997-04-08	Paper
scientific article; zbMATH DE number 919682 (Why is no real title available?)	1996-12-05	Paper
scientific article; zbMATH DE number 844583 (Why is no real title available?)	1996-02-13	Paper
Stability of weak numerical schemes for stochastic differential equations Mathematics and Computers in Simulation	1995-10-31	Paper
Stability of weak numerical schemes for stochastic differential equations Computers & Mathematics with Applications	1995-04-09	Paper

Research outcomes over time

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