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20172021
most citedWarning signs for non-Markovian bifurcations: colour blindness and scaling laws

19 citations · 26 across the 5 of their papers we have counts for

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math.NA2017★ 7 cited

The Euler scheme for stochastic differential equations with discontinuous drift coefficient: A numerical study of the convergence rate

S. Göttlich, K. Lux, A. Neuenkirch

The Euler scheme is one of the standard schemes to obtain numerical approximations of stochastic differential equations (SDEs). Its convergence properties are well-known in the cas…