Andreas Neuenkirch

Statistics

Publications

Citations

1.2K

H-Index

Active since

2006

Affiliations

Goethe University Frankfurt(Current)

University of Mannheim

TU Dortmund University

Université de Lorraine

Institut Élie Cartan de Lorraine

Andreas Neuenkirch is an author at Goethe University Frankfurt specializing in stochastic processes, stochastic calculus, and stochastic differential equations.

ORCID

Publications per year

2006–2020

Publications

An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process

Steffen Dereich, Andreas Neuenkirch, Łukasz Szpruch · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2011 · 149 citations

Engineering, Mechanical Engineering, Dynamical Systems +14

First order strong approximations of scalar SDEs defined in a domain

Andreas Neuenkirch, Łukasz Szpruch · Numerische Mathematik · 2014 · 143 citations

Natural Sciences, Computational Engineering, Mathematics +14

The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations

Peter E. Kloeden, Andreas Neuenkirch · LMS Journal of Computation and Mathematics · 2007 · 119 citations · Full text

Engineering, Computational Engineering, Computational Physics +14

Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion

Andreas Neuenkirch, Ivan Nourdin · Journal of Theoretical Probability · 2007 · 104 citations · Full text

Engineering, Mathematics, Dynamical Systems +14

Delay equations driven by rough paths

Andreas Neuenkirch, Ivan Nourdin, Samy Tindel · Electronic Journal of Probability · 2008 · 82 citations · Full text

Engineering, Mathematics, Differential Equations +11

1–5 of 21