Wilfried Grecksch

Statistics

Publications

Citations

489

H-Index

Active since

1996

Affiliations

Martin Luther University Halle-Wittenberg(Current)

Queensland University of Technology

Wilfried Grecksch is an author at Martin Luther University Halle-Wittenberg specializing in engineering, stochastic processes, and stochastic differential equations.

Publications per year

1996–2016

Publications

Time-discretised Galerkin approximations of parabolic stochastic PDE's

Wilfried Grecksch, Peter E. Kloeden · Bulletin of the Australian Mathematical Society · 1996 · 110 citations · Full text

Engineering, Computational Engineering, Dynamical Systems +15

A parabolic stochastic differential equation with fractional Brownian motion input

Wilfried Grecksch, Vo Anh · Statistics & Probability Letters · 1999 · 83 citations

Engineering, Mathematics, Physics +12

Fractional diffusion and fractional heat equation

J. M. Angulo, M. D. Ruiz‐Medina, Vo Anh et al. · Advances in Applied Probability · 2000 · 82 citations

Engineering, Mechanical Engineering, Differential Equations +13

Fractional diffusion and fractional heat equation

J. M. Angulo, M. D. Ruiz‐Medina, Vo Anh et al. · Advances in Applied Probability · 2000 · 52 citations

Engineering, Mechanical Engineering, Differential Equations +13

Dynamic Portfolio Optimization with Bounded Shortfall Risks

Abdelali Gabih, Wilfried Grecksch, Ralf Wunderlich · Stochastic Analysis and Applications · 2005 · 42 citations

Business, Economics, Finance +17

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