Peter E. Kloeden

According to our database, Peter E. Kloeden authored at least 45 papers between 1993 and 2025.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2025

Fokker-Planck equation and Feynman-Kac formula for multidimensional stochastic dynamical systems with Lévy noises and time-dependent coefficients.

Qingyan Meng, Yejuan Wang, Peter E. Kloeden, Xiaoying Han

Math. Comput. Simul., 2025

2024

Approximation of the Heaviside function by sigmoidal functions in reaction-diffusion equations.

Wenlong Sun, Xiaoying Han, Peter E. Kloeden

Commun. Nonlinear Sci. Numer. Simul., January, 2024

The ultimate boundedness of solutions for stochastic differential equations driven by time-changed Lévy noises.

Qingyan Meng, Yejuan Wang, Peter E. Kloeden, Yinan Ni

Appl. Math. Lett., 2024

2023

Numerical Attractors for Rough Differential Equations.

Luu Hoang Duc, Peter Kloeden

SIAM J. Numer. Anal., October, 2023

Enlarged Numerical Attractors for Lattice Systems with Porous Media Degeneracies.

Yangrong Li, Fengling Wang, Peter Kloeden

SIAM J. Appl. Dyn. Syst., September, 2023

The dynamical behavior of a class of stochastic vegetation models.

Qingyan Meng, Yejuan Wang, Peter E. Kloeden

Math. Comput. Simul., 2023

Improved error estimate for the order of strong convergence of the Euler method for random ordinary differential equations.

Peter E. Kloeden, Ricardo M. S. Rosa

CoRR, 2023

2022

A reusable discounting framework under jump-diffusion process.

Ling Peng, Peter E. Kloeden

Expert Syst. Appl., 2022

2021

Mean-square convergence of numerical methods for random ordinary differential equations.

Peng Wang, Yanzhao Cao, Xiaoying Han, Peter Kloeden

Numer. Algorithms, 2021

Time-consistent portfolio optimization.

Ling Peng, Peter E. Kloeden

Eur. J. Oper. Res., 2021

2020

The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients.

Hao Yang, Fuke Wu, Peter E. Kloeden, Xuerong Mao

J. Comput. Appl. Math., 2020

Euler-Maruyama scheme for Caputo stochastic fractional differential equations.

Thai Son Doan, Phan Thi Huong, Peter E. Kloeden, Anh My Vu

J. Comput. Appl. Math., 2020

2019

Tail convergences of pullback attractors for asymptotically converging multi-valued dynamical systems.

Hongyong Cui, Peter E. Kloeden

Asymptot. Anal., 2019

Numerical schemes for ordinary delay differential equations with random noise.

Yusuke Asai, Peter E. Kloeden

Appl. Math. Comput., 2019

2017

Gauss-Quadrature Method for One-Dimensional Mean-Field SDEs.

Peter Kloeden, Tony Shardlow

SIAM J. Sci. Comput., 2017

2016

An Exponential Wagner-Platen Type Scheme for SPDEs.

Sebastian Becker, Arnulf Jentzen, Peter E. Kloeden

SIAM J. Numer. Anal., 2016

Numerical schemes for random ODEs with affine noise.

Yusuke Asai, Peter E. Kloeden

Numer. Algorithms, 2016

Multi-step methods for random ODEs driven by Itô diffusions.

Yusuke Asai, Peter E. Kloeden

J. Comput. Appl. Math., 2016

Asymptotic Behavior of a Nonautonomous p-Laplacian Lattice System.

Anhui Gu, Peter E. Kloeden

Int. J. Bifurc. Chaos, 2016

2015

Nonautonomous Chemostats with Variable Delays.

Tomás Caraballo, Xiaoying Han, Peter E. Kloeden

SIAM J. Math. Anal., 2015

A Peano theorem for fuzzy differential equations with evolving membership grade.

Peter E. Kloeden, Thomas Lorenz

Fuzzy Sets Syst., 2015

2013

Fuzzy differential equations without fuzzy convexity.

Peter E. Kloeden, Thomas Lorenz

Fuzzy Sets Syst., 2013

Entropy Increase in Switching Systems.

José M. Amigó, Peter E. Kloeden, Ángel Giménez

Entropy, 2013

2012

Preface: 'Recent advances in the numerical approximation of stochastic partial differential equations'.

Peter Kloeden, Klaus Ritter

Int. J. Comput. Math., 2012

2011

Stochastic Differential Equations.

Peter E. Kloeden

Proceedings of the International Encyclopedia of Statistical Science, 2011

Numerical Methods for Stochastic Differential Equations.

Peter E. Kloeden

Proceedings of the International Encyclopedia of Statistical Science, 2011

Efficient price sensitivity estimation of financial derivatives by weak derivatives.

Peter E. Kloeden, Carlos Sanz-Chacón

Monte Carlo Methods Appl., 2011

The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds.

Peter E. Kloeden, Gabriel J. Lord, Andreas Neuenkirch, Tony Shardlow

J. Comput. Appl. Math., 2011

Multilevel Monte Carlo for stochastic differential equations with additive fractional noise.

Peter E. Kloeden, Andreas Neuenkirch, Raffaella Pavani

Ann. Oper. Res., 2011

2010

Dynamics of Modified predator-prey Models.

Peter E. Kloeden, Christian Pötzsche

Int. J. Bifurc. Chaos, 2010

Recent Developments in Dynamical Systems: Three Perspectives.

Francisco Balibrea, Tomás Caraballo, Peter E. Kloeden, José Valero

Int. J. Bifurc. Chaos, 2010

2009

Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients.

Arnulf Jentzen, Peter E. Kloeden, Andreas Neuenkirch

Numerische Mathematik, 2009

2007

The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations.

Peter E. Kloeden, Andreas Neuenkirch

LMS J. Comput. Math., 2007

2006

Synchronization of a Stochastic Reaction-Diffusion System on a Thin Two-Layer Domain.

Tomás Caraballo, Igor D. Chueshov, Peter E. Kloeden

SIAM J. Math. Anal., 2006

Higher order numerical approximation of switching systems.

Lars Grüne, Peter E. Kloeden

Syst. Control. Lett., 2006

2005

Numerical methods for nonlinear stochastic differential equations with jumps.

Desmond J. Higham, Peter E. Kloeden

Numerische Mathematik, 2005

Bifurcations and Continuous Transitions of attractors in Autonomous and nonautonomous Systems.

Peter E. Kloeden, Stefan Siegmund

Int. J. Bifurc. Chaos, 2005

2002

Numerical Schemes of Higher Order for a Class of Nonlinear Control Systems.

Lars Grüne, Peter E. Kloeden

Proceedings of the Numerical Methods and Applications, 5th International Conference, 2002

2001

Higher order numerical schemes for affinely controlled nonlinear systems.

Lars Grüne, Peter E. Kloeden

Numerische Mathematik, 2001

1998

Spikes, broken planes and the approximation of convex fuzzy sets.

Phil Diamond, Peter Kloeden, Alexander Vladimirov

Fuzzy Sets Syst., 1998

1997

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

Peter E. Kloeden, Björn Schmalfuß

Numer. Algorithms, 1997

Absolute retracts and a general fixed point theorem for fuzzy sets.

Phil Diamond, Peter Kloeden, Alexei Pokrovskii

Fuzzy Sets Syst., 1997

1995

On the Fragmentary Complexity of Symbolic Sequences.

Phil Diamond, Peter Kloeden, Victor S. Kozyakin, Alexei Pokrovskii

Theor. Comput. Sci., 1995

1993

Numerical Modeling of Toroidal Dynamical Systems with Invariant Lebesgue Measure.

Phil Diamond, Peter Kloeden, Alexei Pokrovskii

Complex Syst., 1993

Stochastic versus fuzzy approaches to multiobjective mathematical programming under uncertainty : Roman Slowinski and Jacques Teghem.

Peter Kloeden

Autom., 1993