The following pages link to Norbert Hofmann (Q192031):
Displaying 15 items.
- Linear vs standard information for scalar stochastic differential equations (Q700169) (← links)
- (Q1339315) (redirect page) (← links)
- Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. (Q1884833) (← links)
- On the global error of Itô--Taylor schemes for strong approximation of scalar stochastic differential equations (Q1888379) (← links)
- A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag (Q2432714) (← links)
- On quasi-Monte Carlo simulation of stochastic differential equations (Q3127320) (← links)
- Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
- Approximating Large Diversified Portfolios (Q4791734) (← links)
- Extrapolation Methods for the Weak Approximation of Ito Diffusions (Q4857623) (← links)
- (Q4865433) (← links)
- (Q4890533) (← links)
- Optimal approximation of stochastic differential equations by adaptive step-size control (Q4955859) (← links)
- Stability of weak numerical schemes for stochastic differential equations (Q5906613) (← links)
- Stability of weak numerical schemes for stochastic differential equations (Q5917688) (← links)
- The optimal discretization of stochastic differential equations (Q5938583) (← links)
