Henri Schurz
Personal Home Page
http://www.math.siu.edu/schurz/personal.html
Articles in Scholarly Journals [Incomplete List]
- Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with HH-regular noise
Journal of Computational and Applied Mathematics, vol. 208, no. 2, pp. 354–361, 2007 - Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with H-regular noise
Journal of Mathematical Analysis and Applications, vol. 332, no. 1, pp. 334–345, 2007 - Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations
SIAM Journal on Scientific Computing, vol. 29, no. 4, p. 1525, 2007 - A comparison of persistence-time estimation for discrete and continuous stochastic population models that include demographic and environmental variability
Mathematical Biosciences, vol. 196, no. 1, pp. 14–38, 2005 - Almost sure asymptotic stability of drift-implicit -methods for bilinear ordinary stochastic differential equations in
Journal of Computational and Applied Mathematics, vol. 180, no. 1, pp. 13–31, 2005 - Global asymptotic stability of solutions of cubic stochastic difference equations
Advances in Difference Equations, vol. 2004, no. 3, pp. 249–260, 2004 - Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete V-Commutativity
Stochastic Analysis and Applications, vol. 21, no. 4, pp. 865–894, 2003 - Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process
Stochastic Analysis and Applications, vol. 17, no. 3, pp. 463–486, 1999 - The Invariance of Asymptotic Laws of Linear Stochastic Systems under Discretization
ZAMM, vol. 79, no. 6, pp. 375–382, 1999 - The Invariance of Asymptotic Laws of Linear Stochastic Systems under Discretization
ZAMM, vol. 79, no. 6, pp. 375–382, 1999 - Balanced Implicit Methods for Stiff Stochastic Systems
SIAM Journal on Numerical Analysis, vol. 35, no. 3, p. 1010, 1998 - On Effects of Discretization on Estimators of Drift Parameters for Diffusion Processes
Journal of Applied Probability, vol. 33, no. 4, p. 1061, 1996 - Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise
Stochastic Analysis and Applications, vol. 14, no. 3, pp. 313–353, 1996 - International Journal of Bifurcation and Chaos [in Applied Sciences and Engineering], vol. 1, no. 2, p. 277, 1991