Thorsten Sickenberger
2012
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Thorsten Sickenberger trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Thorsten Sickenberger's perspective
Ordered by how strongly the researchers Thorsten Sickenberger trusts endorse each paper. Same corpus, a different order for every researcher.
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method (SIAM Journal on Numerical Analysis)
- The composite Euler method for stiff stochastic differential equations
- On the simulation of iterated Itô integrals
- A-Stability and Stochastic Mean-Square Stability
- Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions
- Numerical Solution of Stochastic Differential Equations
- Spectral Methods in MATLAB
- Monte Carlo Methods in Financial Engineering
- Introduction to Numerical Analysis
- Financial Modelling with Jump Processes