Research Topics of Andreas Rößler

• Numerical methods for stochastic differential equations (SDEs)
• Stochastic Runge-Kutta (SRK) methods
• Stability analysis
• Step size control for stochastic differential equations
• Numerical methods for stochastic differential algebraic equations (SDAEs)
• Computational finance
• Multi level Monte Carlo methods
• Numerical methods for stochastic partial differential equations (SPDEs)