Katalog der Deutschen Nationalbibliothek

The Exponential of the Lattice Laplacian Operator and the Mean-Square Attractor of A Stochastic Lattice System

Strong order-one convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises

The exponential of the lattice Laplacian operator and the mean-square attractor of a stochastic lattice system

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations

Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations

Preface for the special issue "20 years of DCDS-B"

Differential and Difference Equations with Applications : ICDDEA, Amadora, Portugal, June 2017

Attractors Under Discretisation

Random Ordinary Differential Equations and Their Numerical Solution

Entropy increase in switching systems

Mean anisotropy of homogeneous Gaussian random fields and anisotropic norms of linear translation-invariant operators on multidimensional integer lattices

Robust option replication for a Black-Scholes model extended with nondeterministic trends

Linear-implicit strong schemes for Itô-Galkerin approximations of stochastic PDEs

Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises

Discretization of a Random Dynamical System near a Hyperbolic Point

Morse spectrum for nonautonomous differential equations

Lyapunov's second method for nonautonomous differential equations

Lyapunov functions for linear nonautonomous dynamical equations on time scales

Cycles of Spatial Discretizations of Shadowing Dynamical Systems

A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient

Bernd Aulbach - obituary

Lyapunov functions for linear nonautonomous dynamical equations on time scales

Numerical methods for nonlinear stochastic differential equations with jumps

Equi-Attraction and Continuous Dependence of Strong Attractors of Set-Valued Dynamical Systems on Parameters

Higher order numerical approximation of switching systems

Exponentially Stable Stationary Solutions for Stochastic Evolution Equations and Their Perturbation

Preface: foundations of nonautonomous dynamical systems

From elementary probability to stochastic differential equations with MAPLE

From Elementary Probability to Stochastic Differential Equations with MAPLE®

MAPLE for Jump-Diffusion Stochastic Differential Equations in Finance

Numerical Schemes of Higher Order for a Class of Nonlinear Control Systems

Discretization, inflation and perturbation of attractors

MAPLE for Stochastic Differential Equations

Pathwise Approximation of Random Ordinary Differential Equations

Higher order numerical schemes for affinely controlled nonlinear systems

Linear filtering with fractional Brownian motion in the signal and observation processes

Lyapunov Sequences and a Turnpike Theorem without Convexity

Lyapunov functions for cocycle attractors in nonautonomous difference equations

MAPLE for stochastic differential equations

Comparative Properties of Three Metrics in the Space of Compact Convex Sets

Nonautonomous systems, cocycle attractors and variable time-step discretization

Continuous and inverse shadowing

Das Thanatosprinzip : biologische Grundlagen des Alterns

Numerical solution of SDE through computer experiments

Buch.

Numerical solution of SDE through computer experiments

Diskette.

Periodic solutions of autonomous systems under discretization

Towards a theory of random numerical dynamics

Twice degenerate equations in the spaces of vector valued functions

Nonautonomous systems, cocycle attractors and variable time step discretization

On effects of discretization on estimators of drift parameters for diffusion processes

Interval stochastic matrices: A combinatorial lemma and the computation of invariant measures of dynamical systems

Lyapunov functions and attractors under variable time step discretization

Numerical solution of stochastic differential equations

Discretization of a random dynamical system near a hyperbolic point

Numerical solution of SDE through computer experiments

Numerical Solution of SDE Through Computer Experiments

Numerical methods for stochastic differential equations

Higher order approximate Markov chain filters

Numerical solution of stochastic differential equations