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Henri Schurz

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

Journal Article

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

International Journal of Numerical Analysis and Modeling, Vol. 5 (2008), Iss. 1 : pp. 55–72

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Modeling, Analysis and Discretization of Stochastic Logistic Equations

Journal Article

Modeling, Analysis and Discretization of Stochastic Logistic Equations

International Journal of Numerical Analysis and Modeling, Vol. 4 (2007), Iss. 2 : pp. 178–197

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An Axiomatic Approach to Numerical Approximations of Stochastic Processes

Journal Article

An Axiomatic Approach to Numerical Approximations of Stochastic Processes

International Journal of Numerical Analysis and Modeling, Vol. 3 (2006), Iss. 4 : pp. 459–480

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Convergence and Stability of Balanced Implicit Methods for Systems of SDEs

Journal Article

Convergence and Stability of Balanced Implicit Methods for Systems of SDEs

International Journal of Numerical Analysis and Modeling, Vol. 2 (2005), Iss. 2 : pp. 197–220

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