Numerical solution of SDE through computer experiments PE Kloeden, E Platen, H Schurz Springer Science & Business Media, 2012 | 1253 | 2012 |
Balanced implicit methods for stiff stochastic systems GN Milstein, E Platen, H Schurz SIAM Journal on Numerical Analysis 35 (3), 1010-1019, 1998 | 324 | 1998 |
Balanced Milstein Methods for Ordinary SDEs. C Kahl, H Schurz Monte Carlo Methods & Applications 12 (2), 2006 | 99 | 2006 |
Numerical analysis of SDEs without tears H Schurz STATISTICS TEXTBOOKS AND MONOGRAPHS 163, 237-360, 2002 | 98 | 2002 |
On effects of discretization on estimators of drift parameters for diffusion processes PE Kloeden, E Platen, H Schurz, M Sørensen Journal of Applied Probability 33 (4), 1061-1076, 1996 | 98 | 1996 |
Stability, stationarity, and boundedness of some implicit numerical methods for stochastic differential equations and applications H Schurz (No Title), 1997 | 88 | 1997 |
Numerical regularization for SDEs: Construction of nonnegative solutions H Schurz Weierstrass-Inst. für Angewandte Analysis und Stochastik, 1995 | 81 | 1995 |
Boundary preserving semianalytic numerical algorithms for stochastic differential equations E Moro, H Schurz SIAM Journal on Scientific Computing 29 (4), 1525-1549, 2007 | 72 | 2007 |
The invariance of asymptotic laws of linear stochastic systems under discretization H Schurz ZAMM‐Journal of Applied Mathematics and Mechanics/Zeitschrift für Angewandte …, 1999 | 61 | 1999 |
Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise H Schurz Stochastic Analysis and Applications 14 (3), 313-353, 1996 | 61 | 1996 |
Analysis of noise-induced transitions for Hopf system with additive and multiplicative random disturbances I Bashkirtseva, L Ryashko, H Schurz Chaos, Solitons & Fractals 39 (1), 72-82, 2009 | 60 | 2009 |
Modeling, analysis and discretization of stochastic logistic equations H Schurz International journal of numerical analysis and modeling 4 (2), 178-197, 2007 | 59 | 2007 |
Almost sure asymptotic stability of drift-implicit θ-methods for bilinear ordinary stochastic differential equations in R1 A Rodkina, H Schurz Journal of Computational and Applied Mathematics 180 (1), 13-31, 2005 | 52 | 2005 |
The numerical solution of nonlinear stochastic dynamical systems: a brief introduction PE Kloeden, E Platen, H Schurz International Journal of Bifurcation and Chaos 1 (02), 277-286, 1991 | 50 | 1991 |
A comparison of persistence-time estimation for discrete and continuous stochastic population models that include demographic and environmental variability EJ Allen, LJS Allen, H Schurz Mathematical biosciences 196 (1), 14-38, 2005 | 44 | 2005 |
An axiomatic approach to numerical approximations of stochastic processes H Schurz Int. J. Numer. Anal. Model 3 (4), 459-480, 2006 | 39 | 2006 |
Mean square stability analysis of some linear stochastic systems LB Ryashko, H Schurz Dynamic Systems and Applications 6, 165-190, 1997 | 38 | 1997 |
Stochastic asymptotic stability of SIR model with variable diffusion rates H Schurz, K Tosun Journal of Dynamics and Differential Equations 27, 69-82, 2015 | 35 | 2015 |
General theorems for numerical approximation of stochastic processes on the Hilbert Space H Schurz Electronic Transactions on Numerical Analysis 16, 50-69, 2003 | 34 | 2003 |
Preservation of probabilistic laws through Euler methods for Ornstein-Uhlenbeck process H Schurz Stochastic analysis and applications 17 (3), 463-486, 1999 | 34 | 1999 |