| 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 |
| Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis | 2009-03-20 | Paper |
| Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations | 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 |
| Trees and asymptotic developments for fractional stochastic differential equations | 2006-11-10 | 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 |
