Rößler Andreas

Prof. Dr. rer. nat.

  • Ratzeburger Allee 160, Gebäude 64, 3. OG, Raum 7

    23562 Lübeck

    Germany

  • 699
    Citations
20022020

Research activity per year

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Personal profile

Scientific Focus

  • Numerical methods for stochastic differential equations (SDEs)
  • Stochastic Runge-Kutta (SRK) methods
  • Stability analysis
  • Step size control for stochastic differential equations
  • Numerical methods for stochastic differential algebraic equations (SDAEs)
  • Computational finance
  • Monte Carlo methods
  • Multi level Monte Carlo methods

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