Concepedia

Henri Schurz

HS

25

Publications

1K

Citations

17

H-Index

1991

Active since

Affiliations

Southern Illinois University Carbondale(Current)

Weierstrass Institute for Applied Analysis and Stochastics

University of Wuppertal

Henri Schurz is an author at Southern Illinois University Carbondale specializing in engineering, stochastic calculus, and numerical analysis.

Top concepts

EngineeringStochastic CalculusStochastic Differential EquationsNumerical AnalysisStochastic ProcessesStochastic AnalysisStabilityProbabilityStatisticsNatural Sciences

Publications per year

1991–2014

25

Publications

25

Balanced Implicit Methods for Stiff Stochastic Systems

Grigori N. Milstein, Eckhard Platen, Henri Schurz · SIAM Journal on Numerical Analysis · 1998 · 225 citations

Numerical Analysis, Engineering, Stochastic Terms +10

Numerical Solution of SDE Through Computer Experiments

Timothy J. Hall, Peter E. Kloeden, Eckhard Platen et al. · Technometrics · 1995 · 127 citations

Numerical Analysis, Numerical Computation, Engineering +6

Balanced Milstein Methods for Ordinary SDEs

Christian Kahl, Henri Schurz · Monte Carlo Methods and Applications · 2006 · 83 citations

Numerical Analysis, Engineering, Pathwise Positivity +14

Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations

Esteban Moro, Henri Schurz · SIAM Journal on Scientific Computing · 2007 · 54 citations

Numerical Analysis, Engineering, Stochastic Analysis +18

On effects of discretization on estimators of drift parameters for diffusion processes

Peter E. Kloeden, Eckhard Platen, Henri Schurz et al. · Journal of Applied Probability · 1996 · 51 citations

Numerical Analysis, Engineering, Diffusion Processes +17

Rows per page

1–5 of 25