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Number of items: 24.

Debrabant, Kristian and Rößler, Andreas (2007):
Continuous Runge--Kutta methods for Stratonovich stochastic differential equations.
2513, In: Preprint des Fachbereich Mathematik der TU Darmstadt, Technische Univ. Darmstadt, [Article]

Debrabant, Kristian and Rößler, Andreas (2007):
Diagonally Drift--Implicit Runge--Kutta Methods of Weak Order One and Two for Itô SDEs and Stability Analysis.
Prepri, In: Preprint des Fachbereich Mathematik der TU Darmstadt, Technische Univ. Darmstadt, [Article]

Debrabant, Kristian and Rößler, Andreas (2007):
Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations.
2528, In: Preprint des Fachbereich Mathematik der TU Darmstadt, Technische Univ. Darmstadt, [Article]

Kloeden, Peter E. and Rößler, Andreas (2007):
Runge-Kutta methods for affinely controlled nonlinear systems.
Vol. 2, In: Journal of computational and applied mathematics, pp. 957-968, ISSN 0377-0427, [Article]

Rößler, Andreas (2007):
Second order Runge-Kutta methods for Stratonovich stochastic differential equations.
Vol. 4, In: BIT Numerical Mathematics, pp. 657-680, ISSN 0006-3835, [Article]

Küpper, Dominique and Lehn, Jürgen and Rößler, Andreas (2007):
A step size control algorithm for the weak approximation of stochastic differential equations.
Vol. 4, In: Numerical Algorithms, pp. 335-346, ISSN 1017-1398, [Article]

Debrabant, Kristian and Rößler, Andreas (2006):
Classification of Stochastic Runge--Kutta Methods for the Weak Approximation of Stochastic Differential Equations.
Prepri, In: Preprint des Fachbereich Mathematik der TU Darmstadt, Technische Univ. Darmstadt, [Article]

Debrabant, Kristian and Rößler, Andreas (2006):
Continuous Extension of Stochastic Runge--Kutta Methods for the Weak Approximation of SDEs.
2444, In: Preprint des Fachbereich Mathematik der TU Darmstadt, Technische Univ. Darmstadt, [Article]

Rößler, Andreas (2006):
Multi--colored rooted tree analysis for Runge--Kutta methods for the weak approximation of stochastic differential equations.
2419, In: Preprint des Fachbereich Mathematik der TU Darmstadt, Technische Univ. Darmstadt, [Article]

Rößler, Andreas (2006):
Rooted-Tree analysis for order conditions of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations.
24, In: Stochastic Analysis and Applications, pp. 97-134, [Article]

Rößler, Andreas (2006):
Runge-Kutta methods for Ito stochastic differential equations with scalar noise.
46, In: BIT Numerical Mathematics, pp. 97-110, [Article]

Rößler, Andreas (2006):
Second Order Runge--Kutta Methods for Itô Stochastic Differential Equations.
2479, In: Preprint des Fachbereich Mathematik der TU Darmstadt, Technische Univ. Darmstadt, [Article]

Neuenkirch, Andreas and Nourdin, Ivan and Rößler, Andreas and Tindel, Samy (2006):
Trees and asymptotic developments for fractional stochastic differential equations.
2482, In: Preprint des Fachbereich Mathematik der TU Darmstadt, [Article]

Rößler, Andreas (2005):
Explicit Order 1.5 Schemes for the Strong Approximation of Itô Stochastic Differential Equations.
5, In: Proceedings in Applied Mathematics and Mechanics : PAMM, pp. 817-818, [Article]

Rößler, Andreas (2004):
Rooted-Tree analysis for order conditions of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations.
2368, Darmstadt, Ohne Verlag / Selbstverlag, [Book]

Rößler, Andreas (2004):
Runge-Kutta methods for Ito stochastic differential equations with scalar noise.
2354, Darmstadt, Ohne Verlag / Selbstverlag, [Book]

Rößler, Andreas (2004):
Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise.
164-16, In: Journal of Computational and Applied Mathematics (ISSN 0377-0427), pp. 613-627, [Article]

Rößler, Andreas (2004):
Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes.
22, In: Stochastic Analysis and Applications (ISSN 0736-2994 paper ; 1532-9356 online, pp. 1553-1576, [Article]

Rößler, Andreas (2004):
An adaptive discretization algorithm for the weak approximation of stochastic differential equations.
In: Proceedings in Applied Mathematics and Mechanics, PAMM (ISSN 1617-7061 online), 4, pp. 19-22, [Conference or Workshop Item]

Rößler, Andreas (2003):
Coeefficients of Runge-Kutta-Schemes for Ito stochastic differential equations.
In: Proceedings in applied mathematics and mechanics [Elektronische Ressource] : PAMM. -, 3, pp. 571-572, [Conference or Workshop Item]

Rößler, Andreas (2003):
Embedded stochastic Runge-Kutta Methods.
In: Proceedings in applied mathematics and mechanics [Elektronische Ressource] : PAMM, 2, pp. 461-462, [Conference or Workshop Item]

Rößler, Andreas (2003):
Runge-Kutta methods for the numerical solution of stochastic differential equations.
Aachen, shaker, TU Darmstadt, ISBN 3-8322-1370-8,
[Ph.D. Thesis]

Rößler, Andreas (2003):
Stochastic Taylor expansions for the expectation of functionals of diffusion processes.
2303, Darmstadt, Ohne Verlag / Selbstverlag, [Book]

Rößler, Andreas (2002):
Stochastic Runge-Kutta methods for stochastic differential equation systems with commutative noise.
2238, Darmstadt, Technische Universitaet Darmstadt, Fachbereich Mathematik, [Book]

This list was generated on Sat Jan 25 02:24:58 2020 CET.