Concepedia

Andreas Rößler

AR

Statistics

Publications

21

Citations

780

H-Index

14

Active since

2002

Affiliations

Technische Universität Darmstadt(Current)

University of Lübeck

Darmstadt University of Applied Sciences

Andreas Rößler is an author at Technische Universität Darmstadt specializing in stochastic differential equations, stochastic processes, and stochastic modeling.

ORCID

Publications per year

2002–2018

21

Publications

21

Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations

Andreas Rößler · SIAM Journal on Numerical Analysis · 2010 · 192 citations

, , +13

Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations

Andreas Rößler · SIAM Journal on Numerical Analysis · 2009 · 100 citations

, , +14

Runge–Kutta Methods for Itô Stochastic Differential Equations with Scalar Noise

Andreas Rößler · BIT Numerical Mathematics · 2006 · 69 citations

, , +14

Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes

Andreas Rößler · Stochastic Analysis and Applications · 2004 · 52 citations · Full text

, , +16

Classification of stochastic Runge–Kutta methods for the weak approximation of stochastic differential equations

Kristian Debrabant, Andreas Rößler · Mathematics and Computers in Simulation · 2007 · 45 citations · Full text

, , +14

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