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RUNGE-KUTTA METHODS FOR THE STRONG APPROXIMATION OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS

SIAM journal on numerical analysis, 2010-01, Vol.48 (3), p.922-952

Rosler, Andreas

2010

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SECOND ORDER RUNGE–KUTTA METHODS FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS

SIAM journal on numerical analysis, 2009-01, Vol.47 (3), p.1713-1738

Rosler, Andreas

2009

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Split-step double balanced approximation methods for stiff stochastic differential equations

International journal of computer mathematics, 2019-05, Vol.96 (5), p.1030-1047

2019

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On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion

Stochastic analysis and applications, 2022-05, Vol.40 (3), p.397-425

2022

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ENHANCING THE ORDER OF THE MILSTEIN SCHEME FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH COMMUTATIVE NOISE

SIAM journal on numerical analysis, 2018-01, Vol.56 (4), p.2585-2622

2018

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Differences in Hemodynamic, Hormonal and Heart Rate Variability Parameters in Complication-Free Pregnancies Compared to Individuals with Gestational Diabetes Mellitus and Preeclampsia: An Observational Retrospective Analysis

Life (Basel, Switzerland), 2021-06, Vol.11 (7), p.626

2021

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Phasic heart rate variability and the association with cognitive performance: A cross-sectional study in a healthy population setting

PloS one, 2021-03, Vol.16 (3), p.e0246968-e0246968

2021

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ID-Reveal: Identity-aware DeepFake Video Detection

2021 IEEE/CVF International Conference on Computer Vision (ICCV), 2021, p.15088-15097

2021

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Second order Runge–Kutta methods for Stratonovich stochastic differential equations

BIT Numerical Mathematics, 2007-09, Vol.47 (3), p.657-680

Rößler, Andreas

2007

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An analysis of approximation algorithms for iterated stochastic integrals and a Julia and Matlab simulation toolbox

Numerical algorithms, 2023-05, Vol.93 (1), p.27-66

2023

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Continuous weak approximation for stochastic differential equations

Journal of computational and applied mathematics, 2008-04, Vol.214 (1), p.259-273

2008

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Effects of individualized centrifugation training on orthostatic tolerance in men and women

PloS one, 2015-05, Vol.10 (5), p.e0125780-e0125780

2015

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Stochastic Taylor Expansions for Functionals of Diffusion Processes

Stochastic analysis and applications, 2010-04, Vol.28 (3), p.415-429

Rößler, Andreas

2010

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Children's hair cortisol and hair testosterone concentrations in response to environmental changes: from summer holidays to school

Stress (Amsterdam, Netherlands), 2021-11, Vol.24 (6), p.998-1007

2021

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Iterated stochastic integrals in infinite dimensions: approximation and error estimates

Stochastic partial differential equations : analysis and computations, 2019-06, Vol.7 (2), p.209-239

2019

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Nachruf auf Professor Dr. Dr. Dr. h.c. mult. Heinz Häfner (1926–2022)

Nervenarzt, 2022-09, Vol.93 (9), p.951-952

2022

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Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations

Stochastic analysis and applications, 2006-03, Vol.24 (1), p.97-134

Rößler, Andreas

2006

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A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case

Stochastic partial differential equations : analysis and computations, 2023-12, Vol.11 (4), p.1672-1731

2023

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Poststroke alterations in heart rate variability during orthostatic challenge

Medicine (Baltimore), 2017-04, Vol.96 (14), p.e5989-e5989

2017

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On the Acceleration of the Multi-Level Monte Carlo Method

Journal of applied probability, 2015-06, Vol.52 (2), p.307-322

2015

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Families of efficient second order Runge–Kutta methods for the weak approximation of Itô stochastic differential equations

Applied numerical mathematics, 2009-03, Vol.59 (3), p.582-594

2009

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Diagonally drift-implicit Runge–Kutta methods of weak order one and two for Itô SDEs and stability analysis

Applied numerical mathematics, 2009-03, Vol.59 (3), p.595-607

2009

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Stability analysis and classification of Runge–Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise

Applied numerical mathematics, 2015-10, Vol.96, p.24-44

2015

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Runge-kutta methods for itô stochastic differential equations with scalar noise

BIT, 2006-03, Vol.46 (1), p.97-110

RÖSSLER, Andreas

2006

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Orthostatic Challenge-Induced Coagulation Activation in Young and Older Persons

Biomedicines, 2022-10, Vol.10 (11), p.2769

2022

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RUNGE-KUTTA METHODS FOR THE STRONG APPROXIMATION OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS

SECOND ORDER RUNGE–KUTTA METHODS FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS

Split-step double balanced approximation methods for stiff stochastic differential equations

On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion

ENHANCING THE ORDER OF THE MILSTEIN SCHEME FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH COMMUTATIVE NOISE

Differences in Hemodynamic, Hormonal and Heart Rate Variability Parameters in Complication-Free Pregnancies Compared to Individuals with Gestational Diabetes Mellitus and Preeclampsia: An Observational Retrospective Analysis

Phasic heart rate variability and the association with cognitive performance: A cross-sectional study in a healthy population setting

ID-Reveal: Identity-aware DeepFake Video Detection

Second order Runge–Kutta methods for Stratonovich stochastic differential equations

An analysis of approximation algorithms for iterated stochastic integrals and a Julia and Matlab simulation toolbox

Continuous weak approximation for stochastic differential equations

Effects of individualized centrifugation training on orthostatic tolerance in men and women

Stochastic Taylor Expansions for Functionals of Diffusion Processes

Children's hair cortisol and hair testosterone concentrations in response to environmental changes: from summer holidays to school

Iterated stochastic integrals in infinite dimensions: approximation and error estimates

Nachruf auf Professor Dr. Dr. Dr. h.c. mult. Heinz Häfner (1926–2022)

Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations

A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case

Poststroke alterations in heart rate variability during orthostatic challenge

On the Acceleration of the Multi-Level Monte Carlo Method

Families of efficient second order Runge–Kutta methods for the weak approximation of Itô stochastic differential equations

Diagonally drift-implicit Runge–Kutta methods of weak order one and two for Itô SDEs and stability analysis

Stability analysis and classification of Runge–Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise

Runge-kutta methods for itô stochastic differential equations with scalar noise

Orthostatic Challenge-Induced Coagulation Activation in Young and Older Persons

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