A random Euler scheme for Carathéodory differential equations
Jentzen, A., Neuenkirch, A.
Published in Journal of computational and applied mathematics (01.02.2009)
Published in Journal of computational and applied mathematics (01.02.2009)
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Journal Article
A Milstein-type scheme without Levy area terms for SDEs driven by fractional Brownian motion
DEYA, A, NEUENKIRCH, A, TINKER, S
Published in Annales de l'I.H.P. Probabilités et statistiques (01.05.2012)
Published in Annales de l'I.H.P. Probabilités et statistiques (01.05.2012)
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Journal Article
Discretizing the fractional Lévy area
Neuenkirch, A., Tindel, S., Unterberger, J.
Published in Stochastic processes and their applications (01.02.2010)
Published in Stochastic processes and their applications (01.02.2010)
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Journal Article
Trees and asymptotic expansions for fractional stochastic differential equations
NEUENKIRCH, A, NOURDIN, I, RÖSSLER, A, TINDEL, S
Published in Annales de l'I.H.P. Probabilités et statistiques (01.02.2009)
Published in Annales de l'I.H.P. Probabilités et statistiques (01.02.2009)
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Journal Article
Delay equations driven by rough paths
Neuenkirch, Andreas, Nourdin, Ivan, Tindel, Samy
Published in Electronic journal of probability (01.01.2008)
Published in Electronic journal of probability (01.01.2008)
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Journal Article