Skip to main navigation
Skip to search
Skip to main content
University of Luebeck Home
English
Deutsch
Home
Research Units
Experts
Publications
Projects
Prizes
Spin-Offs
Activities
Media
Search by expertise, name or affiliation
Continuous weak approximation for stochastic differential equations
Kristian Debrabant,
Andreas Rößler
*
*
Corresponding author for this work
Institute of Mathematics
Technical University Darmstadt
7
Citations (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Continuous weak approximation for stochastic differential equations'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Mathematics
Class
7%
Coefficient
12%
Continuous Extension
32%
Convergence Theorem
22%
One-step Method
32%
Runge-Kutta Methods
25%
Runge-Kutta Schemes
32%
Second-order Conditions
34%
Stochastic Differential Equations
65%
Stochastic Methods
28%
Theorem
10%
Weak Approximation
100%
Wiener Process
27%