Andreas Neuenkirch
Author
Alternate names Andreas Neuenkirch, A. Neuenkirch
Institution University of Mannheim
Past institutions University of Mannheim, Goethe University Frankfurt, University of Kaiserslautern, TU Dortmund University, Gesellschaft Fur Mathematik Und Datenverarbeitung +2 more
ORCID: Yes
H-index: 23
I10-index: 27
Works count: 76
Citations count: 1,470
An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process
2011 · Steffen Dereich, Andreas Neuenkirch, et al. · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
First order strong approximations of scalar SDEs defined in a domain
2014 · Andreas Neuenkirch, Łukasz Szpruch · Numerische Mathematik
The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations
2007 · Peter E. Kloeden, Andreas Neuenkirch · LMS Journal of Computation and Mathematics