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Disambiguation of "Kloeden, Peter E."

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An introduction to the numerical simulation of stochastic differential equations

, and . Other titles in applied mathematics SIAM, Philadelphia, (2021)

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Wolfdietrich Kloeden

Gesine Kloeden

Peter E Katz

Peter E Ghermi

Peter E Wirth

 

Other publications of authors with the same name

Higher order numerical schemes for affinely controlled nonlinear systems., and . Numerische Mathematik, 89 (4): 669-690 (2001)Numerical solution of stochastic differential equations, and . Applications of Mathematics Springer, Berlin, (2010)4th corrected printing.Numerical solution of SDE through computer experiments, , and . Universitext Springer, Berlin, (2003)Approximation of the Heaviside function by sigmoidal functions in reaction-diffusion equations., , and . Commun. Nonlinear Sci. Numer. Simul., (January 2024)Higher order numerical approximation of switching systems., and . Syst. Control. Lett., 55 (9): 746-754 (2006)Numerical methods for nonlinear stochastic differential equations with jumps., and . Numerische Mathematik, 101 (1): 101-119 (2005)Numerical Methods for Stochastic Differential Equations.. International Encyclopedia of Statistical Science, Springer, (2011)The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds., , , and . J. Comput. Appl. Math., 235 (5): 1245-1260 (2011)Multilevel Monte Carlo for stochastic differential equations with additive fractional noise., , and . Ann. Oper. Res., 189 (1): 255-276 (2011)Nonautonomous Chemostats with Variable Delays., , and . SIAM J. Math. Anal., 47 (3): 2178-2199 (2015)