Andreas Neuenkirch

Finance · 2006–2019

A researcher in the Science corpus: 8 papers; trusts 38 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

• Finance — 54 citations into it; #2,576 of 10,518 by trust here, #4,482 by citations
• Economics and Econometrics — 19 citations into it; #7,553 of 23,481 by trust here, #14,996 by citations
• Mathematical Physics — 17 citations into it
• Statistics and Probability — 12 citations into it; #8,631 of 12,932 by trust here, #12,077 by citations
• Demography — 11 citations into it
• Numerical Analysis — 8 citations into it
• Computational Theory and Mathematics — 6 citations into it
• Applied Mathematics — 5 citations into it

Whom Andreas Neuenkirch trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. David Nualart
2. Thomas Muller-Gronbach
3. Massimiliano Gubinelli
4. M. Giles
5. Martin Hairer
6. Yaozhong Hu
7. Ciprian A. Tudor
8. Terry Lyons
9. José Manuel Corcuera
10. Ivan Nourdin

Who trusts Andreas Neuenkirch overall

1. Ivan Nourdin
2. Khalifa Es-Sebaiy
3. Yaozhong Hu
4. Frederi G. Viens
5. David Nualart
6. Aurélien Alfonsi
7. Yanghui Liu
8. Yuliya S. Mishura
9. Antoine Lejay
10. Giovanni Peccati

Papers from Andreas Neuenkirch's perspective

Ordered by how strongly the researchers Andreas Neuenkirch trusts endorse each paper. Same corpus, a different order for every researcher.

1. Controlling rough paths
2. System Control and Rough Paths
3. Rough evolution equations
4. Brownian Motion and Stochastic Calculus
5. Multidimensional Stochastic Processes as Rough Paths: Theory and Applications
6. Multilevel Monte Carlo Path Simulation (Operational Research)
7. Parameter estimation for fractional Ornstein–Uhlenbeck processes
8. Differential equations driven by fractional Brownian motion
9. Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
10. Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation

Their papers

• Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion (2006) — 113 citations
• A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion (2010) — 86 citations
• An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process (2012) — 166 citations
• Discretization of Stationary Solutions of Stochastic Systems Driven by Fractional Brownian Motion (2009) — 58 citations
• The Euler–Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem (2019) — 49 citations
• Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in $(1/2,1)$ (2017) — 49 citations
• A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise (2011) — 55 citations
• A random Euler scheme for Carathéodory differential equations (2009) — 48 citations