Henri Schurz
An axiomatic approach to numerical approximations of stochastic processes.
Int. J. Numer. Anal. Mod., 3 (2006), pp. 459-480. Abstract
Rodkina A, Schurz H, Shaikhet L
Almost sure stability of some stochastic dynamical systems with memory
DISCRETE CONT DYN SYSTEMS, 21, 2(2008), pp. 571-593
Boundary preserving semianalytic numerical algorithms for stochastic differential equations
SIAM J SCI COMPUT, 29, 4(2007), pp. 1525-1549
Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with H-regular noise
J COMPUT APPL MATH, 208, 2(2007), pp. 354-361
How rates of LP-CONVERGENCE carry over to numerical approximations of some convex, non-smooth functionals of sdes
INT J NUMER ANAL MOD, 5, 1(2008), pp. 55-72
Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with H-regular noise
J MATH ANAL APPL, 332, 1(2007), pp. 334-345
Schurz H
Modeling, analysis and discretization of stochastic logistic equations
INT J NUMER ANAL MOD, 4, 2(2007), pp. 178-197