Artikel

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

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

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

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

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

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

Buch

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

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

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

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

Konferenzveröffentlichung

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

Rößler, Andreas (2003)
Coeefficients of Runge-Kutta-Schemes for Ito stochastic differential equations.
Konferenzveröffentlichung, Bibliographie

Rößler, Andreas (2003)
Embedded stochastic Runge-Kutta Methods.
Konferenzveröffentlichung, Bibliographie

Dissertation

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