<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>Publikationen on Numerik stochastischer Differentialgleichungen</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/</link><description>Recent content in Publikationen on Numerik stochastischer Differentialgleichungen</description><generator>Hugo</generator><language>de-DE</language><lastBuildDate>Tue, 21 Jul 2026 00:00:00 +0000</lastBuildDate><atom:link href="https://www2.mathematik.uni-halle.de/numsde/de/publication/index.xml" rel="self" type="application/rss+xml"/><item><title>Error Bound and Stability Analysis for a Randomized Singly Diagonally Implicit Runge-Kutta Method</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/eis-jan-kru-pod-2026/</link><pubDate>Tue, 21 Jul 2026 00:00:00 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/eis-jan-kru-pod-2026/</guid><description/></item><item><title>Application of randomized quadrature formulas to the finite element method for elliptic equations</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-pol-wu-2019/</link><pubDate>Wed, 22 Apr 2026 00:00:00 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-pol-wu-2019/</guid><description/></item><item><title>The BDF2-Maruyama method for the stochastic Allen–Cahn equation with multiplicative noise</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-wei-2023/</link><pubDate>Wed, 01 Feb 2023 00:00:00 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-wei-2023/</guid><description/></item><item><title>A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-wu-2019-b/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-wu-2019-b/</guid><description/></item><item><title>Error Estimates of the Backward Euler-Maruyama Method for Multi-Valued Stochastic Differential Equations</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/ekkl-2019-b/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/ekkl-2019-b/</guid><description/></item><item><title>Two quadrature rules for stochastic Itô-integrals with fractional Sobolev regularity</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/eis-kru-2018/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/eis-kru-2018/</guid><description/></item><item><title>A randomized and fully discrete Galerkin finite element method for semilinear stochastic evolution equations</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-wu-2019/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-wu-2019/</guid><description/></item><item><title>On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/ekkl-2019/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/ekkl-2019/</guid><description/></item><item><title>A discrete stochastic Gronwall lemma</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-sch-2018/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-sch-2018/</guid><description/></item><item><title>Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-wu-2017/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-wu-2017/</guid><description/></item><item><title>Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/and-kru-2017/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/and-kru-2017/</guid><description/></item><item><title>Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/bey-isa-kru-2017/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/bey-isa-kru-2017/</guid><description/></item><item><title>Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/bey-isa-kru-2016/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/bey-isa-kru-2016/</guid><description/></item><item><title>Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/and-kru-lar-2016/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/and-kru-lar-2016/</guid><description/></item><item><title>Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-2014-b/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-2014-b/</guid><description/></item><item><title>Optimal error estimates of Galerkin finite element methods for stochastic partial differential equations with multiplicative noise</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-2014-a/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-2014-a/</guid><description/></item><item><title>Strong and Weak Approximation of Semilinear Stochastic Evolution Equations</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-2014/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-2014/</guid><description/></item><item><title>Optimal regularity for semilinear stochastic partial differential equations with multiplicative noise</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-lar-2012/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-lar-2012/</guid><description/></item><item><title>Characterization of bistability for stochastic multistep methods</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-2012/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-2012/</guid><description/></item><item><title>Two-sided error estimates for the stochastic theta method</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/bey-kru-2010/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/bey-kru-2010/</guid><description/></item><item><title>Discrete approximation of stochastic differential equations</title><link>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-2010/</link><pubDate>Mon, 10 Aug 2020 13:39:19 +0000</pubDate><guid>https://www2.mathematik.uni-halle.de/numsde/de/publication/kru-2010/</guid><description/></item></channel></rss>