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Andreas R\"o{\ss}ler

Identifiers

  • name variant Andreas R\"o{\ss}ler 0.60 · backfill

Papers (12)

  1. Iterated Stochastic Integrals in Infinite Dimensions - Approximation and Error Estimates math.PR · 2017 · author #2
  2. Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise math.NA · 2015 · author #2
  3. Stability Analysis and Classification of Runge-Kutta Methods for Index 1 Stochastic Differential-Algebraic Equations with Scalar Noise math.NA · 2013 · author #3
  4. Stochastic Taylor Expansions for Functionals of Diffusion Processes math.PR · 2013 · author #1
  5. Stochastic Taylor expansions for the expectation of functionals of diffusion processes math.PR · 2013 · author #1
  6. Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations math.NA · 2013 · author #1
  7. Diagonally drift-implicit Runge-Kutta methods of weak order one and two for It\^o SDEs and stability analysis math.NA · 2013 · author #2
  8. Families of efficient second order Runge-Kutta methods for the weak approximation of It\^o stochastic differential equations math.NA · 2013 · author #2
  9. Classification of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations math.NA · 2013 · author #2
  10. Continuous Weak Approximation for Stochastic Differential Equations math.NA · 2013 · author #2
  11. Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation q-fin.CP · 2013 · author #3
  12. Trees and asymptotic developments for fractional stochastic differential equations math.PR · 2006 · author #3

Mentions

  • 1709.06961 #2 · arxiv_oai · confidence 0.70 Andreas R\"o{\ss}ler
  • 1509.08427 #2 · arxiv_oai · confidence 0.70 Andreas R\"o{\ss}ler
  • 1311.0809 #3 · arxiv_oai · confidence 0.70 Andreas R\"o{\ss}ler
  • 1310.6146 #1 · arxiv_oai · confidence 0.70 Andreas R\"o{\ss}ler
  • 1303.5104 #2 · arxiv_oai · confidence 0.70 Andreas R\"o{\ss}ler
  • 1303.5103 #2 · arxiv_oai · confidence 0.70 Andreas R\"o{\ss}ler
  • 1303.4510 #2 · arxiv_oai · confidence 0.70 Andreas R\"o{\ss}ler
  • 1303.4223 #2 · arxiv_oai · confidence 0.70 Andreas R\"o{\ss}ler
  • 1311.0809 #3 · backfill · confidence 0.70 Andreas R\"o{\ss}ler
  • 1310.6181 #1 · backfill · confidence 0.70 Andreas R\"o{\ss}ler
  • 1310.6169 #1 · backfill · confidence 0.70 Andreas R\"o{\ss}ler
  • 1310.6146 #1 · backfill · confidence 0.70 Andreas R\"o{\ss}ler
  • 1303.5104 #2 · backfill · confidence 0.70 Andreas R\"o{\ss}ler
  • 1303.5103 #2 · backfill · confidence 0.70 Andreas R\"o{\ss}ler
  • 1303.4510 #2 · backfill · confidence 0.70 Andreas R\"o{\ss}ler
  • 1303.4223 #2 · backfill · confidence 0.70 Andreas R\"o{\ss}ler
  • 1302.4676 #3 · backfill · confidence 0.70 Andreas R\"o{\ss}ler

Frequent Coauthors