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Publications by K. Lux
The Euler Scheme for Stochastic Differential Equations With Discontinuous Drift Coefficient: A Numerical Study of the Convergence Rate
Advances in Difference Equations
Applied Mathematics
Number Theory
Analysis
Algebra
Related publications
Strong Rate of Convergence for the Euler-Maruyama Approximation of Stochastic Differential Equations With Jumps and Irregular Drift Coefficient
Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations
Theory of Probability and its Applications
Uncertainty
Statistics
Probability
Numerical Study in Stochastic Homogenization for Elliptic Partial Differential Equations: Convergence Rate in the Size of Representative Volume Elements
Numerical Linear Algebra with Applications
Applied Mathematics
Number Theory
Algebra
On Stochastic Differential Equations With Locally Unbounded Drift
Czechoslovak Mathematical Journal
Mathematics
Convergence Rate of Numerical Solutions for Nonlinear Stochastic Pantograph Equations With Markovian Switching and Jumps
Abstract and Applied Analysis
Applied Mathematics
Analysis
Numerical Solution of Stochastic State-Dependent Delay Differential Equations: Convergence and Stability
Advances in Difference Equations
Applied Mathematics
Number Theory
Analysis
Algebra
Pathwise Convergence of a Numerical Method for Stochastic Partial Differential Equations With Correlated Noise and Local Lipschitz Condition
Journal of Computational and Applied Mathematics
Computational Mathematics
Applied Mathematics
Numerical Methods for Simulation of Stochastic Differential Equations
Advances in Difference Equations
Applied Mathematics
Number Theory
Analysis
Algebra
Numerical Methods for Stochastic Partial Differential Equations
