75 citations · 283 across the 17 of their papers we have counts for
19 papers
A Class of Stochastic Runge-Kutta Methods for Stochastic Differential Equations Converging with Order 1 in -Norm
Andreas Rößler
For the approximation of solutions for Itô and Stratonovich stochastic differential equations (SDEs)a new class of efficient stochastic Runge-Kutta (SRK) methods is developed. As t…
An Exponential Stochastic Runge-Kutta Type Method of Order up to 1.5 for SPDEs of Nemytskii-type
Claudine von Hallern, Ricarda Mißfeldt, Andreas Rößler
For the approximation of solutions for stochastic partial differential equations, numerical methods that obtain a high order of convergence and at the same time involve reasonable…
An Analysis of Approximation Algorithms for Iterated Stochastic Integrals and a Julia and MATLAB Simulation Toolbox
Felix Kastner, Andreas Rößler
For the approximation and simulation of twofold iterated stochastic integrals and the corresponding Lévy areas w.r.t. a multi-dimensional Wiener process, we review four algorithms…
ID-Reveal: Identity-aware DeepFake Video Detection
Davide Cozzolino, Andreas Rössler, Justus Thies +2
A major challenge in DeepFake forgery detection is that state-of-the-art algorithms are mostly trained to detect a specific fake method. As a result, these approaches show poor gen…
A Note on Some Martingale Inequalities
Jan Pleis, Andreas Rößler
We derive inequalities for time-discrete and time-continuous martingales that are similar to the well-known Burkholder inequalities. For the time-discrete case arbitrary martingale…
High order numerical integrators for single integrand Stratonovich SDEs
David Cohen, Kristian Debrabant, Andreas Rößler
We show that applying any deterministic B-series method of order with a random step size to single integrand SDEs gives a numerical method converging in the mean-square and w…