We study the pathwise (strong) approximation of scalar stochastic differential equations with respect to the global error in the L2-norm. For equations with additive noise we establish a sharp lowerâ€¦ (More)

We study pathwise approximation of scalar stochastic differential equations. The mean squared L2-error and the expected number n of evaluations of the driving Brownian motion are used for theâ€¦ (More)

In a number of problems of mathematical physics and other fields stochastic differential equations are used to model certain phenomena. Often the solution of those problems can be obtained as aâ€¦ (More)

In this contribution, we report on different miniaturized bulk micro machined three-axes piezoresistive force sensors for nanopositioning and nanomeasuring machine (NPMM). Various boss membraneâ€¦ (More)

High temperature application and long term reliability are the future trends for IGBT (Insulated Gate Bipolar Transistor) power modules. Interconnection degradation is a main mechanism leading toâ€¦ (More)

The Itoâ€“Taylor expansion yields a family of numerical methods for strong approximation of stochastic differential equations. This family includes in particular the Euler, Milstein, and Wagnerâ€“Platenâ€¦ (More)

We consider stochastic differential equations with Markovian switching (SDEwMS). An SDEwMS is an ordinary stochastic differential equation with drift and diffusion coefficients depending not only onâ€¦ (More)