Peter E. Kloeden

36 papers Journal 33Unranked 1

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Lyapunov methods for dissipative Caputo fractional differential equations with two indices. Commun. Nonlinear Sci. Numer. Simul. Peter E. Kloeden, Doan Thai Son, Hoang The Tuan
2025	J	`jnl`	Fokker-Planck equation and Feynman-Kac formula for multidimensional stochastic dynamical systems with Lévy noises and time-dependent coefficients. Math. Comput. Simul. Qingyan Meng, Yejuan Wang, Peter E. Kloeden, Xiaoying Han
2024	J	`jnl`	Approximation of the Heaviside function by sigmoidal functions in reaction-diffusion equations. Commun. Nonlinear Sci. Numer. Simul. Wenlong Sun, Xiaoying Han, Peter E. Kloeden
2024	J	`jnl`	The ultimate boundedness of solutions for stochastic differential equations driven by time-changed Lévy noises. Appl. Math. Lett. Qingyan Meng, Yejuan Wang, Peter E. Kloeden, Yinan Ni
2023	J	`jnl`	Improved error estimate for the order of strong convergence of the Euler method for random ordinary differential equations. CoRR Peter E. Kloeden, Ricardo M. S. Rosa
2023	J	`jnl`	The dynamical behavior of a class of stochastic vegetation models. Math. Comput. Simul. Qingyan Meng, Yejuan Wang, Peter E. Kloeden
2022	J	`jnl`	A reusable discounting framework under jump-diffusion process. Expert Syst. Appl. Ling Peng, Peter E. Kloeden
2021	J	`jnl`	Time-consistent portfolio optimization. Eur. J. Oper. Res. Ling Peng, Peter E. Kloeden
2020	J	`jnl`	Euler-Maruyama scheme for Caputo stochastic fractional differential equations. J. Comput. Appl. Math. Thai Son Doan, Phan Thi Huong, Peter E. Kloeden, Anh My Vu
2020	J	`jnl`	The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients. J. Comput. Appl. Math. Hao Yang, Fuke Wu, Peter E. Kloeden, Xuerong Mao
2019	J	`jnl`	Numerical schemes for ordinary delay differential equations with random noise. Appl. Math. Comput. Yusuke Asai, Peter E. Kloeden
2019	J	`jnl`	Tail convergences of pullback attractors for asymptotically converging multi-valued dynamical systems. Asymptot. Anal. Hongyong Cui, Peter E. Kloeden
2016	J	`jnl`	An Exponential Wagner-Platen Type Scheme for SPDEs. SIAM J. Numer. Anal. Sebastian Becker, Arnulf Jentzen, Peter E. Kloeden
2016	J	`jnl`	Asymptotic Behavior of a Nonautonomous p-Laplacian Lattice System. Int. J. Bifurc. Chaos Anhui Gu, Peter E. Kloeden
2016	J	`jnl`	Multi-step methods for random ODEs driven by Itô diffusions. J. Comput. Appl. Math. Yusuke Asai, Peter E. Kloeden
2016	J	`jnl`	Numerical schemes for random ODEs with affine noise. Numer. Algorithms Yusuke Asai, Peter E. Kloeden
2015	J	`jnl`	A Peano theorem for fuzzy differential equations with evolving membership grade. Fuzzy Sets Syst. Peter E. Kloeden, Thomas Lorenz
2015	J	`jnl`	Nonautonomous Chemostats with Variable Delays. SIAM J. Math. Anal. Tomás Caraballo, Xiaoying Han, Peter E. Kloeden
2013	J	`jnl`	Entropy Increase in Switching Systems. Entropy José M. Amigó, Peter E. Kloeden, Ángel Giménez
2013	J	`jnl`	Fuzzy differential equations without fuzzy convexity. Fuzzy Sets Syst. Peter E. Kloeden, Thomas Lorenz
2011	J	`jnl`	Efficient price sensitivity estimation of financial derivatives by weak derivatives. Monte Carlo Methods Appl. Peter E. Kloeden, Carlos Sanz-Chacón
2011	J	`jnl`	Multilevel Monte Carlo for stochastic differential equations with additive fractional noise. Ann. Oper. Res. Peter E. Kloeden, Andreas Neuenkirch, Raffaella Pavani
2011	—	`ch.`	Numerical Methods for Stochastic Differential Equations. International Encyclopedia of Statistical Science Peter E. Kloeden
2011	—	`ch.`	Stochastic Differential Equations. International Encyclopedia of Statistical Science Peter E. Kloeden
2011	J	`jnl`	The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds. J. Comput. Appl. Math. Peter E. Kloeden, Gabriel J. Lord, Andreas Neuenkirch, Tony Shardlow
2010	J	`jnl`	Dynamics of Modified predator-prey Models. Int. J. Bifurc. Chaos Peter E. Kloeden, Christian Pötzsche
2010	J	`jnl`	Recent Developments in Dynamical Systems: Three Perspectives. Int. J. Bifurc. Chaos Francisco Balibrea, Tomás Caraballo, Peter E. Kloeden, José Valero
2009	J	`jnl`	Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients. Numerische Mathematik Arnulf Jentzen, Peter E. Kloeden, Andreas Neuenkirch
2007	J	`jnl`	The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations. LMS J. Comput. Math. Peter E. Kloeden, Andreas Neuenkirch
2006	J	`jnl`	Higher order numerical approximation of switching systems. Syst. Control. Lett. Lars Grüne, Peter E. Kloeden
2006	J	`jnl`	Synchronization of a Stochastic Reaction-Diffusion System on a Thin Two-Layer Domain. SIAM J. Math. Anal. Tomás Caraballo, Igor D. Chueshov, Peter E. Kloeden
2005	J	`jnl`	Bifurcations and Continuous Transitions of attractors in Autonomous and nonautonomous Systems. Int. J. Bifurc. Chaos Peter E. Kloeden, Stefan Siegmund
2005	J	`jnl`	Numerical methods for nonlinear stochastic differential equations with jumps. Numerische Mathematik Desmond J. Higham, Peter E. Kloeden
2002	—	`conf`	Numerical Schemes of Higher Order for a Class of Nonlinear Control Systems. Numerical Methods and Application Lars Grüne, Peter E. Kloeden
2001	J	`jnl`	Higher order numerical schemes for affinely controlled nonlinear systems. Numerische Mathematik Lars Grüne, Peter E. Kloeden
1997	J	`jnl`	Nonautonomous systems, cocycle attractors and variable time-step discretization. Numer. Algorithms Peter E. Kloeden, Björn Schmalfuß