| Publication | Date of Publication | Type |
|---|
| A domain decomposition method for stochastic evolution equations | 2024-12-12 | Paper |
| A stochastic hierarchical model for low grade glioma evolution | 2023-05-22 | Paper |
| A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model | 2022-05-30 | Paper |
| Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion | 2022-02-11 | Paper |
| Exponential mean-square stability properties of stochastic linear multistep methods | 2021-08-11 | Paper |
| Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs | 2020-02-26 | Paper |
| A stochastic version of the jansen and rit neural mass model: analysis and numerics | 2018-07-24 | Paper |
| Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation | 2017-11-10 | Paper |
| An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium | 2017-10-05 | Paper |
| Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles | 2017-06-22 | Paper |
| On Two-step Schemes for SDEs with Small Noise | 2017-01-24 | Paper |
| Splitting integrators for the stochastic Landau-Lifshitz equation | 2016-06-30 | Paper |
| Numerical Solution of the Neural Field Equation in the Two-Dimensional Case | 2015-12-18 | Paper |
| Numerical Simulations in Two-Dimensional Neural Fields | 2015-11-02 | Paper |
| Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control | 2014-07-31 | Paper |
| Laws of large numbers and Langevin approximations for stochastic neural field equations | 2014-07-14 | Paper |
| Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations | 2014-07-11 | Paper |
| Corrigendum: On the use of a discrete form of the Itô formula in the article ‘Almost sure asymptotic stability analysis of the -Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations’ | 2014-07-11 | Paper |
| A note on the analysis of asymptotic mean-square stability properties for systems of linear stochastic delay differential equations | 2013-11-12 | Paper |
| Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations | 2013-09-24 | Paper |
| Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations | 2013-07-25 | Paper |
| A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems | 2012-05-14 | Paper |
| An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution | 2012-02-24 | Paper |
| Runge-Kutta methods for jump-diffusion differential equations | 2011-12-21 | Paper |
| THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE | 2011-10-11 | Paper |
| Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations | 2011-09-15 | Paper |
| Stochastic Runge–Kutta Methods for Itô SODEs with Small Noise | 2011-05-17 | Paper |
| A constructive comparison technique for determining the asymptotic behaviour of linear functional differential equations with unbounded delay | 2011-04-06 | Paper |
| A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods | 2011-03-25 | Paper |
| Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations | 2011-02-28 | Paper |
| NOISE-SENSITIVITY IN MACHINE TOOL VIBRATIONS | 2010-08-06 | Paper |
| Multi-Step Maruyama Methods for Stochastic Delay Differential Equations | 2007-10-24 | Paper |
| Improved linear multi-step methods for stochastic ordinary differential equations | 2007-06-14 | Paper |
| Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations | 2006-09-12 | Paper |
| Multistep methods for SDEs and their application to problems with small noise | 2006-06-02 | Paper |
| One-step approximations for stochastic functional differential equations | 2006-05-18 | Paper |
| Noise induced oscillation in solutions of stochastic delay differential equations | 2006-02-06 | Paper |
| Existence and uniqueness of solutions of Abel integral equations with power-law non-linearities | 2005-11-22 | Paper |
| ON HALANAY-TYPE ANALYSIS OF EXPONENTIAL STABILITY FOR THE θ-MARUYAMA METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS | 2005-09-30 | Paper |
| Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations | 2005-09-22 | Paper |
| Weak approximation of stochastic differential delay equations | 2005-03-21 | Paper |
| The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term * | 2005-03-10 | Paper |
| Introduction to the numerical analysis of stochastic delay differential equations | 2001-11-01 | Paper |
| Numerical analysis of explicit one-step methods for stochastic delay differential equations | 2001-05-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4524666 | 2001-03-20 | Paper |
| Continuous \(\Theta\)-methods for the stochastic pantograph equation | 2001-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4499802 | 2000-09-04 | Paper |
| Invariance of a partial differential equation of fractional order under the Lie group of scaling transformations | 1999-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4375192 | 1998-01-28 | Paper |
| A domain decomposition method for stochastic evolution equations | N/A | Paper |
| Numerical Approximations and Convergence Analysis of Piecewise Diffusion Markov Processes, with Application to Glioma Cell Migration | N/A | Paper |
