|
|
Preprints
|
Monographs
- Raphael Kruse.
Strong and Weak Approximation of Semilinear Stochastic
Evolution Equations.
Lecture Notes in Mathematics, Vol. 2093, Springer,
xiv + 177 pp., (2014).
DOI: 10.1007/978-3-319-02231-4
|
Refereed Journals
- Raphael Kruse.
Consistency and Stability of a Milstein-Galerkin
Finite Element Scheme for Semilinear SPDE.
Stoch. Partial Differ. Equ. Anal. Comput. 2(4),
(2014) pp. 471-516.
DOI: 10.1007/s40072-014-0037-3,
Preprint,
arXiv.
- Raphael Kruse.
Optimal error estimates of Galerkin finite element methods for
stochastic partial differential equations with multiplicative noise.
IMA Journal of Numerical Analysis 34(1),
(2014) pp. 217-251.
DOI: 10.1093/imanum/drs055,
Free access,
Preprint,
arXiv.
- Raphael Kruse, Stig Larsson.
Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise.
Electron. J. Probab. Vol. 17(65), (2012) pp. 1-19.
DOI: 10.1214/EJP.v17-2240,
Preprint,
arXiv.
- Raphael Kruse.
Characterization of bistability for stochastic multistep methods.
BIT Numer. Math. Vol. 52(1), (2012) pp. 109-140.
DOI:
10.1007/s10543-011-0341-5,
Preprint (with title:
Two-sided error estimates for stochastic onestep and multistep methods).
- Wolf-Jürgen Beyn, Raphael
Kruse.
Two-sided error estimates for the stochastic theta method.
Discrete and Continuous Dynamical Systems Series B 14(2), (2010) pp.
389-407.
DOI:
10.3934/dcdsb.2010.14.389,
Preprint.
|
Proceedings
- Raphael Kruse.
Discrete approximation of stochastic differential
equations.
In: E. Fernandez-Cara et al.(eds.), Bol. Soc. Esp. Mat. Apl. 51 (2010)
pp. 83-91. Preprint.
|
Dissertation und Diplomarbeit
- Strong and Weak Approximation of Semilinear Stochastic Evolution Equations.
Dissertation, Universität Bielefeld, 2012.
- Diskrete Approximationen gewöhnlicher und partieller stochastischer
Differentialgleichungen. Universität Bielefeld, 2008.
erschienen als:
Raphael Kruse.
Diskrete Approximation stochastischer Prozesse:
Analyse numerischer Verfahren für gewöhnliche
und partielle stochastische Differentialgleichungen.
VDM Verlag, 160 S., kartoniert, 2010. ISBN: 3639313720.
|
|
|
