| Publication | Date of Publication | Type |
|---|
| Strong convergence rates of an explicit scheme for stochastic Cahn-Hilliard equation with additive noise | 2023-09-21 | Paper |
| An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model | 2023-08-09 | Paper |
| A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model | 2023-07-18 | Paper |
| Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients | 2023-07-14 | Paper |
| Strong convergence rates for a full discretization of stochastic wave equation with nonlinear damping | 2023-07-04 | Paper |
| Order-One Convergence of the Backward Euler Method for Random Periodic Solutions of Semilinear SDEs | 2023-06-11 | Paper |
| Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients | 2023-05-22 | Paper |
| Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients | 2023-03-26 | Paper |
| Weak error estimates of fully-discrete schemes for the stochastic Cahn-Hilliard equation | 2022-07-19 | Paper |
| MAXIMUM MATCHINGS IN A PSEUDOFRACTAL SCALE-FREE WEB | 2022-07-05 | Paper |
| Strong convergence rates of a fully discrete scheme for the Cahn-Hilliard-Cook equation | 2022-04-04 | Paper |
| Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients | 2021-12-30 | Paper |
| On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps | 2021-06-24 | 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 |
| Price Optimization with Practical Constraints | 2021-04-19 | Paper |
| Error estimates of finite element method for semilinear stochastic strongly damped wave equation | 2021-03-16 | Paper |
| Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation | 2020-10-08 | Paper |
| An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation | 2020-09-03 | Paper |
| Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition | 2020-08-17 | Paper |
| A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations | 2020-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5115254 | 2020-08-12 | Paper |
| Identifying influential spreaders in complex networks through local effective spreading paths | 2020-08-11 | Paper |
| Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation | 2020-06-10 | Paper |
| Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients | 2020-02-24 | Paper |
| Nonlinear normal modes and primary resonance for permanent magnet synchronous motors with a nonlinear restoring force and an unbalanced magnetic pull | 2020-02-17 | Paper |
| Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients | 2019-08-28 | Paper |
| Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise | 2019-07-26 | Paper |
| Error estimates of semi-discrete and fully discrete finite element methods for the Cahn-Hilliard-Cook equation | 2018-12-28 | Paper |
| Predicting the structural evolution of networks by applying multivariate time series | 2018-11-13 | Paper |
| A full-discrete exponential Euler approximation of invariant measure for parabolic stochastic partial differential equations | 2018-11-05 | Paper |
| Strong convergence rates of the linear implicit Euler method for the finite element discretization of SPDEs with additive noise | 2018-09-26 | Paper |
| Degree-corrected stochastic block models and reliability in networks | 2018-09-20 | Paper |
| Convergence analysis of contrastive divergence algorithm based on gradient method with errors | 2018-08-27 | Paper |
| Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations | 2018-02-27 | Paper |
| Application of BSDE in standard inventory financing loan | 2017-09-12 | Paper |
| Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations | 2017-06-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2984247 | 2017-05-17 | Paper |
| A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models | 2017-01-12 | Paper |
| An accelerated exponential time integrator for semi-linear stochastic strongly damped wave equation with additive noise | 2016-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2991040 | 2016-08-10 | Paper |
| Strong convergence of three-step iteration methods for a countable family of generalized strict pseudocontractions in Hilbert spaces | 2016-05-26 | Paper |
| \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations | 2015-11-11 | Paper |
| An exponential integrator scheme for time discretization of nonlinear stochastic wave equation | 2015-09-03 | Paper |
| A note on an accelerated exponential Euler method for parabolic SPDEs with additive noise | 2015-08-31 | Paper |
| Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus | 2015-08-06 | Paper |
| General iterative algorithms for mixed equilibrium problems, variational inequalities and fixed point problems | 2015-03-20 | Paper |
| Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise | 2015-03-02 | Paper |
| B-convergence of split-step one-leg theta methods for stochastic differential equations | 2014-08-05 | Paper |
| Compensated stochastic theta methods for stochastic differential delay equations with jumps | 2013-10-22 | Paper |
| On Uniqueness of Complete Ricci Flow Solution with Curvature Bounded from Below | 2013-10-06 | 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 |
| 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 |
| https://portal.mardi4nfdi.de/entity/Q2917055 | 2012-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3109091 | 2012-01-27 | Paper |
| The improved split-step backward Euler method for stochastic differential delay equations | 2011-11-29 | Paper |
| Convergence of the semi-implicit Euler method for stochastic age-dependent population equations with Poisson jumps | 2010-08-27 | Paper |
| Compensated stochastic theta methods for stochastic differential equations with jumps | 2010-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571465 | 2010-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3512121 | 2008-07-11 | Paper |
| Flow Analysis and Modeling of Field-Controllable, Electro- and Magneto-Rheological Fluid Dampers | 2007-06-01 | Paper |
| Modeling and Using Context | 2005-12-15 | Paper |
