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Henri Schurz
Henri Schurz
Professor of Mathematics at SIU
Geverifieerd e-mailadres voor math.siu.edu
Titel
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Geciteerd door
Jaar
Numerical solution of SDE through computer experiments
PE Kloeden, E Platen, H Schurz
Springer Science & Business Media, 2012
12282012
Balanced implicit methods for stiff stochastic systems
GN Milstein, E Platen, H Schurz
SIAM Journal on Numerical Analysis 35 (3), 1010-1019, 1998
3211998
Numerical analysis of SDEs without tears
H Schurz
STATISTICS TEXTBOOKS AND MONOGRAPHS 163, 237-360, 2002
992002
Balanced Milstein Methods for Ordinary SDEs.
C Kahl, H Schurz
Monte Carlo Methods & Applications 12 (2), 2006
972006
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
951996
Stability, stationarity, and boundedness of some implicit numerical methods for stochastic differential equations and applications
H Schurz
(No Title), 1997
881997
Numerical regularization for SDEs: Construction of nonnegative solutions
H Schurz
Weierstrass-Inst. für Angewandte Analysis und Stochastik, 1995
781995
Boundary preserving semianalytic numerical algorithms for stochastic differential equations
E Moro, H Schurz
SIAM Journal on Scientific Computing 29 (4), 1525-1549, 2007
722007
The invariance of asymptotic laws of linear stochastic systems under discretization
H Schurz
ZAMM‐Journal of Applied Mathematics and Mechanics/Zeitschrift für Angewandte …, 1999
601999
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
601996
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
572009
Modeling, analysis and discretization of stochastic logistic equations
H Schurz
International journal of numerical analysis and modeling 4 (2), 178-197, 2007
572007
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
512005
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
501991
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
442005
An axiomatic approach to numerical approximations of stochastic processes
H Schurz
Int. J. Numer. Anal. Model 3 (4), 459-480, 2006
392006
Mean square stability analysis of some linear stochastic systems
LB Ryashko, H Schurz
Dynamic Systems and Applications 6, 165-190, 1997
371997
Stochastic differential equations
PE Kloeden, E Platen, H Schurz, PE Kloeden, E Platen, H Schurz
Numerical Solution of SDE Through Computer Experiments, 63-90, 1994
371994
Preservation of probabilistic laws through Euler methods for Ornstein-Uhlenbeck process
H Schurz
Stochastic analysis and applications 17 (3), 463-486, 1999
341999
Stochastic asymptotic stability of SIR model with variable diffusion rates
H Schurz, K Tosun
Journal of Dynamics and Differential Equations 27, 69-82, 2015
332015
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Artikelen 1–20