Search Results

• Mean Square Convergence of Stochastic $\theta$-Methods for Nonlinear Neutral Stochastic Differential Delay Equations

  S. Gan, H. Schurz & H. Zhang

  2011-08-01

  140 55 Pages:201-213

• How Rates of $L^p$-Convergence Carry over to Numerical Approximations of Some Convex, Non-Smooth Functionals of SDEs

  Henri Schurz

  2008-05-01

  32558 3666 Pages:55-72

• Modeling, Analysis and Discretization of Stochastic Logistic Equations

  Henri Schurz

  2007-04-01

  29913 2685 Pages:178-197

• An Axiomatic Approach to Numerical Approximations of Stochastic Processes

  Henri Schurz

  2006-03-01

  30312 2588 Pages:459-480

• Waveform Relaxation Methods for Stochastic Differential Equations

  H. Schurz & K. R. Schneider

  2006-03-01

  29516 2597 Pages:232-254

• On Global Asymptotic Stability of Solutions of Some in-Arithmetic-Mean-Sense Monotone Stochastic Difference Equations in $\rm{IR}^1$

  A. Rodkina & H. Schurz

  2005-02-01

  28579 2527 Pages:355-366

• Convergence and Stability of Balanced Implicit Methods for Systems of SDEs

  Henri Schurz

  2005-02-01

  31781 2550 Pages:197-220