Andreas Rößler

Available identifiers

zbMath Open rossler.andreasMaRDI QIDQ438711

List of research outcomes

Publication	Date of Publication	Type
A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case	2023-11-30	Paper
An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox	2023-04-20	Paper
On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion	2022-05-04	Paper
Split-step double balanced approximation methods for stiff stochastic differential equations	2022-02-16	Paper
An Analysis of Approximation Algorithms for Iterated Stochastic Integrals and a Julia and MATLAB Simulation Toolbox	2022-01-20	Paper
An Analysis of the Milstein Scheme for SPDEs Without a Commutative Noise Condition	2020-08-26	Paper
A Note on Some Martingale Inequalities	2020-06-29	Paper
Iterated stochastic integrals in infinite dimensions: approximation and error estimates	2020-01-22	Paper
An Analysis of the Milstein Scheme for SPDEs without a Commutative Noise Condition	2019-10-08	Paper
Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation	2019-08-28	Paper
Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise	2018-08-21	Paper
Explicit Order 1.5 Schemes for the Strong Approximation of Itô Stochastic Differential Equations	2018-07-26	Paper
Coefficients of Runge-Kutta Schemes for Itô Stochastic Differential Equations	2017-01-25	Paper
An adaptive discretization algorithm for the weak approximation of stochastic differential equations	2017-01-24	Paper
Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems	2015-10-19	Paper
On the Acceleration of the Multi-Level Monte Carlo Method	2015-10-02	Paper
Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise	2015-08-21	Paper
Derivative-free weak approximation methods for stochastic differential equations in finance	2013-09-24	Paper
A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise	2012-07-31	Paper
Stochastic Runge–Kutta Methods for Itô SODEs with Small Noise	2011-05-17	Paper
Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations	2011-04-11	Paper
Embedded Stochastic Runge-Kutta Methods	2010-12-15	Paper
Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments	2010-12-08	Paper
Stochastic Taylor Expansions for Functionals of Diffusion Processes	2010-07-20	Paper
Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations	2010-07-13	Paper
Numerical simulation of stochastic replicator models in catalyzed RNA-like polymers	2009-10-01	Paper
Trees and asymptotic expansions for fractional stochastic differential equations	2009-08-24	Paper
Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations	2009-03-20	Paper
Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis	2009-03-20	Paper
Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations	2008-06-11	Paper
Method of lines for stochastic boundary-value problems with additive noise	2008-05-16	Paper
Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations	2008-04-28	Paper
Continuous weak approximation for stochastic differential equations	2008-03-26	Paper
Second order Runge-Kutta methods for Stratonovich stochastic differential equations	2007-10-31	Paper
A step size control algorithm for the weak approximation of stochastic differential equations	2007-10-16	Paper
Runge-Kutta methods for affinely controlled nonlinear systems	2007-06-14	Paper
Runge-Kutta methods for Itô stochastic differential equations with scalar noise	2006-06-14	Paper
Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations	2006-03-14	Paper
Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes	2005-01-20	Paper
Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise.	2004-03-15	Paper
https://portal.mardi4nfdi.de/entity/Q4429353	2003-09-25	Paper
https://portal.mardi4nfdi.de/entity/Q4805354	2003-05-13	Paper
Adaptive schemes for the numerical solution of SDEs -- a comparison	2002-03-13	Paper
https://portal.mardi4nfdi.de/entity/Q4517254	2000-11-21	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Andreas Rößler