Search Results

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

  Henri Schurz

  2008-05-01

  32657 3737 Pages:55-72

• Modeling, Analysis and Discretization of Stochastic Logistic Equations

  Henri Schurz

  2007-04-01

  30026 2734 Pages:178-197

• An Axiomatic Approach to Numerical Approximations of Stochastic Processes

  Henri Schurz

  2006-03-01

  30408 2620 Pages:459-480

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

  Henri Schurz

  2005-02-01

  31874 2572 Pages:197-220