Evelyn Buckwar
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German mathematician
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Evelyn Buckwarmathematics Degrees
Mathematics
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Measure Theory
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Mathematics
Evelyn Buckwar's Degrees
- PhD Mathematics University of Kaiserslautern-Landau
Why Is Evelyn Buckwar Influential?
(Suggest an Edit or Addition)According to Wikipedia, Evelyn Buckwar is a German mathematician specializing in stochastic differential equations. She is Professor for Stochastics at the Johannes Kepler University Linz in Austria. Education Buckwar earned a diploma in mathematics in 1992 from the Free University of Berlin, and completed her doctorate there in 1997. Her dissertation, Iterative Approximation of the Positive Solutions of a Class of Nonlinear Volterra-type Integral Equations, was supervised by Rudolf Gorenflo.
Evelyn Buckwar's Published Works
Published Works
- Invariance of a Partial Differential Equation of Fractional Order under the Lie Group of Scaling Transformations (1998) (233)
- Exponential stability in p -th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations (2005) (189)
- Introduction to the numerical analysis of stochastic delay differential equations (2000) (182)
- NUMERICAL ANALYSIS OF EXPLICIT ONE-STEP METHODS FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS (1975) (170)
- An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution (2011) (94)
- Multistep methods for SDEs and their application to problems with small noise (2006) (86)
- Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations (2010) (78)
- CONTINUOUS -METHODS FOR THE STOCHASTIC PANTOGRAPH EQUATION (2000) (62)
- A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (2009) (57)
- Asymptotic Mean-Square Stability of Two-Step Methods for Stochastic Ordinary Differential Equations (2006) (50)
- Weak approximation of stochastic differential delay equations (2001) (41)
- A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (2012) (40)
- Multi-Step Maruyama Methods for Stochastic Delay Differential Equations (2007) (34)
- A Constructive Comparison Technique for Determining the Asymptotic Behaviour of Linear Functional Differential Equations with Unbounded Delay (2010) (33)
- A Stochastic Version of the Jansen and Rit Neural Mass Model: Analysis and Numerics (2017) (30)
- Laws of Large Numbers and Langevin Approximations for Stochastic Neural Field Equations (2012) (29)
- Sufficient Conditions for Polynomial Asymptotic Behaviour of the Stochastic Pantograph Equation (2016) (28)
- One-step approximations for stochastic functional differential equations (2006) (27)
- Noise-Sensitivity in Machine Tool Vibrations (2006) (27)
- Weak convergence of the Euler scheme for stochastic differential delay equations (2008) (24)
- Numerical Solution of the Neural Field Equation in the Two-Dimensional Case (2015) (23)
- Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs (2019) (23)
- Runge-Kutta methods for jump-diffusion differential equations (2011) (23)
- THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE (2011) (20)
- Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations (2012) (20)
- Almost sure asymptotic stability analysis of the θ -Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations (2012) (19)
- Improved linear multi-step methods for stochastic ordinary differential equations (2007) (17)
- The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term * (2004) (17)
- Stochastic Runge--Kutta Methods for It[o-circumflex] SODEs with Small Noise (2010) (14)
- On Two‐step Schemes for SDEs with Small Noise (2004) (13)
- Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control (2014) (12)
- Splitting Integrators for the Stochastic Landau-Lifshitz Equation (2016) (12)
- On Halanay-type analysis of exponential stability for the θ-Maruyama method for stochastic delay differential equations (2005) (11)
- A splitting method for SDEs with locally Lipschitz drift: Illustration on the FitzHugh-Nagumo model (2021) (10)
- Noise Induced Oscillation in Solutions of Stochastic Delay Differential Equations (2003) (9)
- Existence and uniqueness of solutions of Abel integral equations with power-law non-linearities (2005) (8)
- Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (2011) (8)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (2021) (7)
- Numerical Investigation of the Two-Dimensioaln Neural Field Equation with Delay (2015) (7)
- An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium (2017) (6)
- Iterative Approximation of the Positive Solutions of a Class of Nonlinear Volterra-type Integral Equations (1997) (6)
- Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs (2019) (5)
- Weak stochastic Runge–Kutta Munthe-Kaas methods for finite spin ensembles (2017) (5)
- Splitting methods for SDEs with locally Lipschitz drift. An illustration on the FitzHugh-Nagumo model (2021) (5)
- Exponential mean-square stability properties of stochastic linear multistep methods (2021) (4)
- The Weak Euler Scheme for StochasticDifferential Delay Equations (2006) (3)
- Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory term (2003) (3)
- Qualitative properties of numerical methods for the inhomogeneous geometric Brownian motion (2020) (3)
- Mini-Workshop: Dynamics of Stochastic Systems and their Approximation (2011) (2)
- The multilevel Monte Carlo method for stochastic differential equations driven by jump-diffusion processes (2011) (2)
- A note on the analysis of asymptotic mean-square stability properties for systems of linear stochastic delay differential equations (2013) (2)
- Improved linear multi‐step methods for small noise SDEs (2006) (1)
- The Weak Euler Scheme for Stochastic Delay Equations (2008) (1)
- Correction to: Exponential mean-square stability properties of stochastic linear multistep methods (2021) (1)
- Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (2013) (1)
- Structure-preserving stochastic numerical methods (2018) (0)
- Editorial (2018) (0)
- Stability issues in the discretization of stochastic differential equations (2018) (0)
- A Stochastic Version of the Jansen and Rit Neural Mass Model: Analysis and Numerics (2017) (0)
- Asymptotic mean‐square stability of linear multi‐step methods for SODEs (2006) (0)
- A stochastic hierarchical model for low grade glioma evolution (2022) (0)
- Acknowledgement (2010) (0)
- Exponential mean-square stability of numerical methods for nonlinear stochastic differential equations (2015) (0)
- Parameter Estimation Through Strucutrue-Preserving Approximate Bayesian Computation for Stochastic Neural Mass Models (2018) (0)
- Numerical simulations in two-dimensional neural fields (2015) (0)
- Numerical Solution of Stochastic Neural Fields with Delays (2017) (0)
- Numerical simulations in two-dimensional neural fields (2015) (0)
- Laws of Large Numbers and Langevin Approximations for Stochastic Neural Field Equations (2013) (0)
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