a person in the record
Evelyn Buckwar
German mathematicianborn 1964
Wikidata names Rudolf Gorenflo as doctoral advisor and lists 3 doctoral students. Linked to Wikidata, ORCID, and 7 other registers.
How to read the markscited by a repository's recordstated by Wikidata or indexed by OpenAlexclaimed on an ORCID list, or inferred
Advisors on Wikidata1
From Wikidata, shown separately from the thesis records.
- stated by Wikidata
Students on Wikidata3
From Wikidata, shown separately from the thesis records.
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
The line above and below4 steps
The advisors of their advisors, four steps up at most, in the thesis records and on Wikidata, each kind marked; a person in both is listed once.
- 1 step up
stated by WikidataRudolf Gorenflo
- 2 steps up
stated by WikidataHans Wittich
- 3 steps up
stated by WikidataEgon Ullrichstated by WikidataHelmut Hasse
- 4 steps up
stated by WikidataAnton Rellastated by WikidataKurt Henselstated by WikidataRobert Daublebsky von Sterneck der Jüngere
Below them, within 3 steps, the record reaches 3 people: 3 stated by Wikidata.
Education and career3
From Wikidata, shown separately from the thesis records. Each place opens its Wikidata item.
- undatedstudied
- undated
- undatedworked
Papers in OpenAlex75
1997most in 2006: 72025
last at Johannes Kepler University of Linz
writes on Numerical methods for differential equations, Stochastic processes and financial applications, Nonlinear Differential Equations Analysis, Differential Equations and Numerical Methods, Stability and Control of Uncertain Systems
- indexed by OpenAlex1998 · Journal of Mathematical Analysis and Applications · 2 authorscited 273
- indexed by OpenAlex2005 · Journal of Computational and Applied Mathematics · 2 authorscited 212
- indexed by OpenAlexcited 201
Introduction to the numerical analysis of stochastic delay differential equations
2000 · Journal of Computational and Applied Mathematics · 1 author - indexed by OpenAlexcited 173
Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations
2000 · LMS Journal of Computation and Mathematics · 2 authors - indexed by OpenAlexcited 92
An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution
2011 · Journal of Mathematical Biology · 2 authors - indexed by OpenAlexcited 82
Multistep methods for SDEs and their application to problems with small noise
2006 · SIAM Journal on Numerical Analysis · 2 authors - indexed by OpenAlex2010 · SIAM Journal on Numerical Analysis · 2 authorscited 75
- indexed by OpenAlexcited 70
A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods
2010 · Mathematics and Computers in Simulation · 2 authors - indexed by OpenAlex2012 · Applied Numerical Mathematics · 2 authorscited 49
- indexed by OpenAlexcited 46
Asymptotic Mean-Square Stability of Two-Step Methods for Stochastic Ordinary Differential Equations
2006 · BIT Numerical Mathematics · 3 authors
the 25 most cited of 75
- indexed by OpenAlexcited 41
A Stochastic Version of the Jansen and Rit Neural Mass Model: Analysis and Numerics
2017 · The Journal of Mathematical Neuroscience · 3 authors - indexed by OpenAlexcited 40
Weak approximation of stochastic differential delay equations
2004 · IMA Journal of Numerical Analysis · 1 author - indexed by OpenAlex2000 · 2 authorscited 36
- indexed by OpenAlexcited 34
Multi-Step Maruyama Methods for Stochastic Delay Differential Equations
2007 · Stochastic Analysis and Applications · 2 authors - indexed by OpenAlexcited 32
Laws of Large Numbers and Langevin Approximations for Stochastic Neural Field Equations
2013 · The Journal of Mathematical Neuroscience · 2 authors - indexed by OpenAlexcited 31
Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation\n
2016 · Repository of the Academy's Library (Library of the Hungarian Academy of Sciences) · 2 authors - indexed by OpenAlexcited 29
Numerical Solution of the Neural Field Equation in the Two-Dimensional Case
2015 · SIAM Journal on Scientific Computing · 2 authors - indexed by OpenAlexcited 29
Runge–Kutta methods for jump–diffusion differential equations
2011 · Journal of Computational and Applied Mathematics · 2 authors - indexed by OpenAlexcited 29
Stochastic Runge–Kutta Methods for Itô SODEs with Small Noise
2010 · SIAM Journal on Scientific Computing · 3 authors - indexed by OpenAlex2006 · International Journal of Bifurcation and Chaos · 4 authorscited 29
- indexed by OpenAlexcited 28
A splitting method for SDEs with locally Lipschitz drift: Illustration on the FitzHugh-Nagumo model
2022 · Applied Numerical Mathematics · 4 authors - indexed by OpenAlex2020 · University Library Linz repository (Johannes Kepler Universitat Linz) · 3 authorscited 28
- indexed by OpenAlexcited 27
Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations
2008 · LMS Journal of Computation and Mathematics · 4 authors - indexed by OpenAlex2012 · Computers & Mathematics with Applications · 2 authorscited 26
- indexed by OpenAlexcited 24
One-step approximations for stochastic functional differential equations
2005 · Applied Numerical Mathematics · 1 author