Henri Schurz

Personal Home Page

http://www.math.siu.edu/schurz/personal.html

Articles in Scholarly Journals [Incomplete List]

  1. 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
  2. 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
  3. Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations
    SIAM Journal on Scientific Computing, vol. 29, no. 4, p. 1525, 2007
  4. 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
  5. 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
  6. Global asymptotic stability of solutions of cubic stochastic difference equations
    Advances in Difference Equations, vol. 2004, no. 3, pp. 249–260, 2004
  7. 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
  8. Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process
    Stochastic Analysis and Applications, vol. 17, no. 3, pp. 463–486, 1999
  9. The Invariance of Asymptotic Laws of Linear Stochastic Systems under Discretization
    ZAMM, vol. 79, no. 6, pp. 375–382, 1999
  10. The Invariance of Asymptotic Laws of Linear Stochastic Systems under Discretization
    ZAMM, vol. 79, no. 6, pp. 375–382, 1999
  11. Balanced Implicit Methods for Stiff Stochastic Systems
    SIAM Journal on Numerical Analysis, vol. 35, no. 3, p. 1010, 1998
  12. On Effects of Discretization on Estimators of Drift Parameters for Diffusion Processes
    Journal of Applied Probability, vol. 33, no. 4, p. 1061, 1996
  13. 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
  14. International Journal of Bifurcation and Chaos [in Applied Sciences and Engineering], vol. 1, no. 2, p. 277, 1991