| Runge–Kutta methods for the strong approximation of solutions of stochastic differential equations A Rößler SIAM Journal on Numerical Analysis 48 (3), 922-952, 2010 | 209 | 2010 |
| Second order Runge–Kutta methods for Itô stochastic differential equations A Rößler SIAM Journal on Numerical Analysis 47 (3), 1713-1738, 2009 | 104 | 2009 |
| Rooted tree analysis for order conditions of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations A Rößler Stochastic analysis and applications 24 (1), 97-134, 2006 | 92 | 2006 |
| Runge-Kutta methods for the numerical solution of stochastic differential equations A Rössler (No Title), 2003 | 69 | 2003 |
| Runge–Kutta methods for Itô stochastic differential equations with scalar noise A Rössler BIT Numerical Mathematics 46, 97-110, 2006 | 68 | 2006 |
| Classification of stochastic Runge–Kutta methods for the weak approximation of stochastic differential equations K Debrabant, A Rößler Mathematics and Computers in Simulation 77 (4), 408-420, 2008 | 57 | 2008 |
| Runge–Kutta methods for Stratonovich stochastic differential equation systems with commutative noise A Rößler Journal of computational and applied mathematics 164, 613-627, 2004 | 52 | 2004 |
| Second order Runge–Kutta methods for Stratonovich stochastic differential equations A Rößler BIT Numerical Mathematics 47, 657-680, 2007 | 50 | 2007 |
| Stochastic Taylor expansions for the expectation of functionals of diffusion processes A Rößler Stochastic analysis and applications 22 (6), 1553-1576, 2004 | 48 | 2004 |
| Families of efficient second order Runge–Kutta methods for the weak approximation of Itô stochastic differential equations K Debrabant, A Rößler Applied numerical mathematics 59 (3-4), 582-594, 2009 | 42 | 2009 |
| Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation MB Giles, K Debrabant, A Rößler arXiv preprint arXiv:1302.4676, 2013 | 36 | 2013 |
| Diagonally drift-implicit runge–kutta methods of weak order one and two for itô sdes and stability analysis K Debrabant, A Rößler Applied numerical mathematics 59 (3-4), 595-607, 2009 | 34 | 2009 |
| Stochastic Runge–Kutta methods for Itô SODEs with small noise E Buckwar, A Rößler, R Winkler SIAM Journal on Scientific Computing 32 (4), 1789-1808, 2010 | 32 | 2010 |
| Method of lines for stochastic boundary-value problems with additive noise A Rößler, M Seaïd, M Zahri Applied Mathematics and Computation 199 (1), 301-314, 2008 | 30 | 2008 |
| Adaptive schemes for the numerical solution of SDEs—a comparison J Lehn, A Rößler, O Schein Journal of computational and applied mathematics 138 (2), 297-308, 2002 | 28 | 2002 |
| Iterated stochastic integrals in infinite dimensions: approximation and error estimates C Leonhard, A Rößler Stochastics and Partial Differential Equations: Analysis and Computations 7 …, 2019 | 27 | 2019 |
| Trees and asymptotic expansions for fractional stochastic differential equations A Neuenkirch, I Nourdin, A Rößler, S Tindel Annales de l'IHP Probabilités et statistiques 45 (1), 157-174, 2009 | 27 | 2009 |
| Trees and asymptotic developments for fractional diffusion processes A Neuenkirch, I Nourdin, A Rößler, S Tindel Annales de l’Institut Henri Poincaré; B: Probabilités et Statistiques 45 (1 …, 2009 | 27 | 2009 |
| Strong and weak approximation methods for stochastic differential equations—some recent developments A Rößler Recent Developments in Applied Probability and Statistics: Dedicated to the …, 2010 | 25 | 2010 |
| Stress‐Related Changes in Body Form: Results from the Whitehall II Study B Kubera, C Leonhard, A Rößler, A Peters Obesity 25 (9), 1625-1632, 2017 | 18 | 2017 |
Ivan NourdinUniversity of Luxembourguni.lu üzerinde doğrulanmış e-posta adresine sahip
