Research Output per year
Research Output per year
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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Dive into the research topics where Andreas Rößler is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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An Analysis of the Milstein Scheme for SPDEs Without a Commutative Noise Condition
von Hallern, C. & Rößler, A., 20.05.2020, MCQMC 2018: Monte Carlo and Quasi-Monte Carlo Methods. Tuffin, B. & L'Ecuyer, P. (eds.). Springer, Cham, Vol. 324. p. 503-521 19 p. (Springer Proceedings in Mathematics & Statistics ; vol. 324).Research output: Chapters in Books/Reports/Conference Proceedings › Conference contribution › peer-review
7 Link opens in a new tab Citations (Scopus)