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researcher

A. Neuenkirch

22 papers hereh-index 241.7k citations52 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author11
  • middle author3
  • last author7

Across the 22 of 22 papers where every author was matched, so the position is known.

fields
  • math.PR11
  • math.NA8
  • math.AP1
  • math.DS1
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20062023
most citedA Milstein-type scheme without Levy area terms for SDEs driven by fractional Brownian motion

52 citations · 157 across the 19 of their papers we have counts for

collaborators
Showing 2010 · math.PRShow all

1 paper · 2 filters

math.PR2010★ 52 cited

A Milstein-type scheme without Levy area terms for SDEs driven by fractional Brownian motion

Aurélien Deya, Andreas Neuenkirch, Samy Tindel

In this article, we study the numerical approximation of stochastic differential equations driven by a multidimensional fractional Brownian motion (fBm) with Hurst parameter greate…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.