Andreas Rößler

Andreas Rößler

Universität zu Lubeck - Lübeck / Germany
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1789232
University of Lübeck
person_outline Andreas Rößler's MOST POPULAR ARTICLES
1-) Runge–Kutta methods for the strong approximation of solutions of stochastic differential equationsA RößlerSIAM Journal on Numerical Analysis 48 (3), 922-952, 20101792010
2-) Second order Runge–Kutta methods for Itô stochastic differential equationsA RößlerSIAM Journal on Numerical Analysis 47 (3), 1713-1738, 2009922009
3-) Rooted tree analysis for order conditions of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equationsA RößlerStochastic analysis and applications 24 (1), 97-134, 2006832006
4-) Runge–Kutta methods for Itô stochastic differential equations with scalar noiseA RösslerBIT Numerical Mathematics 46, 97-110, 2006722006
5-) Runge-Kutta methods for the numerical solution of stochastic differential equationsA Rössler(No Title), 2003692003