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Peter E. Kloeden

Peter E. Kloeden

D-Index & Metrics

Mathematics

D-Index
64
Citations
28247
World Ranking
405
National Ranking
21

Research.com Recognitions

  • 2009 - SIAM Fellow For contributions to stochastic and non-autonomous dynamical systems.

Overview

Peter E. Kloeden is affiliated with the University of Tübingen in Germany and specializes primarily in the fields of Economics, Econometrics and Finance, as well as Mathematics. Their work spans several subfields including Finance, Economics and Econometrics, Numerical Analysis, Mathematical Physics, and General Decision Sciences.

The scientist's research focuses on topics such as stochastic processes and financial applications, financial risk and volatility modeling, economic theories and models, differential equations and numerical methods, decision-making and behavioral economics, stability and controllability of differential equations, and nonlinear differential equations analysis.

Frequent coauthors of Peter E. Kloeden include Desmond J. Higham, Ling Peng, S. Becker, Benjamin Gess, and Arnulf Jentzen.

Several recent papers authored or coauthored by Peter E. Kloeden include:

  • Euler-Maruyama scheme for Caputo stochastic fractional differential equations, 2020, Journal of Computational and Applied Mathematics
  • Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations, 2022, Stochastic Partial Differential Equations Analysis and Computations
  • Time-consistent portfolio optimization, 2020, European Journal of Operational Research
  • Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations, 2020, BIT Numerical Mathematics
  • A solution method for heterogeneity involving present bias, 2020, Optimization and Engineering

Peter E. Kloeden has published in various academic venues, among which are the Journal of Computational and Applied Mathematics, Stochastic Partial Differential Equations Analysis and Computations, European Journal of Operational Research, BIT Numerical Mathematics, and Optimization and Engineering.

The scientist is also the author of a book published by the Society for Industrial and Applied Mathematics titled An Introduction to the Numerical Simulation of Stochastic Differential Equations (2021).

They have been recognized as a SIAM Fellow in 2009 for contributions to stochastic and non-autonomous dynamical systems.

Best Publications

  • Numerical Solution of Stochastic Differential Equations

    Peter E. Kloeden;Eckhard Platen

  • Metric spaces of fuzzy sets

    Phil Diamond;Peter Kloeden

  • Metric Spaces of Fuzzy Sets: Theory and Applications

    Phil Diamond;Peter Eris Kloeden

  • Numerical Solution of SDE Through Computer Experiments

    Peter E Kloeden;Eckhard Platen;Henri Schurz

  • Nonautonomous Dynamical Systems

    Peter E. Kloeden;Martin Rasmussen

  • Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

    Martin Hutzenthaler;Arnulf Jentzen;Peter E. Kloeden

  • Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

    Martin Hutzenthaler;Arnulf Jentzen;Peter E. Kloeden

  • The numerical solution of stochastic differential equations

    P. E. Kloeden;R. A. Pearson

  • Numerical methods for nonlinear stochastic differential equations with jumps

    Desmond J. Higham;Peter E. Kloeden

  • Exponentially Stable Stationary Solutions for Stochastic EvolutionEquations and Their Perturbation

    Tomás Caraballo;Peter E. Kloeden;Björn Schmalfuß

  • Flattening, squeezing and the existence of random attractors

    Peter E Kloeden;José A Langa

  • Nonautonomous systems, cocycle attractors and variable time-step discretization

    Peter E. Kloeden;Björn Schmalfuß

  • Higher-order implicit strong numerical schemes for stochastic differential equations

    P. E. Kloeden;E. Platen

  • The Numerical Approximation of Stochastic Partial Differential Equations

    A. Jentzen;P. E. Kloeden

  • Taylor Approximations for Stochastic Partial Differential Equations

    Arnulf Jentzen;Peter E. Kloeden

  • Stable attracting sets in dynamical systems and in their one-step discretizations

    P E Kloeden;J Lorenz

  • Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise

    Arnulf Jentzen;Peter E Kloeden

  • The approximation of multiple stochastic integrals

    P.E. Kloeden;E. Platen;I.W. Wright

  • Remarks on Peano-like theorems for fuzzy differential equations

    P. E. Kloeden

  • Characterization of compact subsets of fuzzy sets

    P. Diamond;P. Kloeden

  • Strong convergence of an explicit numerical method for SDEs with non-globally Lipschitz

    Arnulf Jentzen;Peter E. Kloeden

Frequent Co-Authors

Eckhard Platen
Eckhard Platen University of Technology Sydney
Arnulf Jentzen
Arnulf Jentzen Chinese University of Hong Kong, Shenzhen
Tomás Caraballo
Tomás Caraballo University of Seville
Jinqiao Duan
Jinqiao Duan Great Bay University
Lars Grüne
Lars Grüne University of Bayreuth
José Real
José Real University of Seville
Desmond J. Higham
Desmond J. Higham University of Edinburgh
José Valero
José Valero Miguel Hernandez University
Vo Anh
Vo Anh Queensland University of Technology
Jean Mawhin
Jean Mawhin Université Catholique de Louvain

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