Article

Küpper, Dominique ; Lehn, Jürgen ; Rößler, Andreas (2007)
A step size control algorithm for the weak approximation of stochastic differential equations.
In: Numerical Algorithms, 44
Article, Bibliographie

Rößler, Andreas (2007)
Second order Runge-Kutta methods for Stratonovich stochastic differential equations.
In: BIT Numerical Mathematics, 47
Article, Bibliographie

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

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

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

Kloeden, Peter E. ; Rößler, Andreas (2007)
Runge-Kutta methods for affinely controlled nonlinear systems.
In: Journal of computational and applied mathematics, 205 (2)
Article, Bibliographie

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

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

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

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

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

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

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

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

Rößler, Andreas (2004)
Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise.
In: Journal of Computational and Applied Mathematics, 164-165
doi: 10.1016/j.cam.2003.09.009
Article, Bibliographie

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

Book

Rößler, Andreas (2004)
Rooted-Tree analysis for order conditions of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations.
Book, Bibliographie

Rößler, Andreas (2004)
Runge-Kutta methods for Ito stochastic differential equations with scalar noise.
Book, Bibliographie

Rößler, Andreas (2003)
Stochastic Taylor expansions for the expectation of functionals of diffusion processes.
Book, Bibliographie

Rößler, Andreas (2002)
Stochastic Runge-Kutta methods for stochastic differential equation systems with commutative noise.
Book, Bibliographie

Conference or Workshop Item

Rößler, Andreas (2004)
An adaptive discretization algorithm for the weak approximation of stochastic differential equations.
Conference or Workshop Item, Bibliographie

Rößler, Andreas (2003)
Coeefficients of Runge-Kutta-Schemes for Ito stochastic differential equations.
Conference or Workshop Item, Bibliographie

Rößler, Andreas (2003)
Embedded stochastic Runge-Kutta Methods.
Conference or Workshop Item, Bibliographie

Ph.D. Thesis

Rößler, Andreas (2003)
Runge-Kutta methods for the numerical solution of stochastic differential equations.
Technische Universität Darmstadt
Ph.D. Thesis, Bibliographie