Andreas Neuenkirch

1.3k total citations
34 papers, 716 citations indexed

About

Andreas Neuenkirch is a scholar working on Finance, Numerical Analysis and Control and Systems Engineering. According to data from OpenAlex, Andreas Neuenkirch has authored 34 papers receiving a total of 716 indexed citations (citations by other indexed papers that have themselves been cited), including 28 papers in Finance, 7 papers in Numerical Analysis and 6 papers in Control and Systems Engineering. Recurrent topics in Andreas Neuenkirch's work include Stochastic processes and financial applications (28 papers), Financial Risk and Volatility Modeling (12 papers) and Advanced Mathematical Modeling in Engineering (5 papers). Andreas Neuenkirch is often cited by papers focused on Stochastic processes and financial applications (28 papers), Financial Risk and Volatility Modeling (12 papers) and Advanced Mathematical Modeling in Engineering (5 papers). Andreas Neuenkirch collaborates with scholars based in Germany, France and United Kingdom. Andreas Neuenkirch's co-authors include Peter E. Kloeden, Ivan Nourdin, Samy Tindel, Arnulf Jentzen, Steffen Dereich, Łukasz Szpruch, Tony Shardlow, Gabriel J. Lord, Marı́a J. Garrido-Atienza and Raffaella Pavani and has published in prestigious journals such as Journal of Mathematical Analysis and Applications, Numerische Mathematik and Annals of Operations Research.

In The Last Decade

Andreas Neuenkirch

33 papers receiving 672 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Andreas Neuenkirch Germany 17 589 113 106 105 102 34 716
Youssef Ouknine Morocco 15 756 1.3× 166 1.5× 89 0.8× 156 1.5× 35 0.3× 107 804
V. Bally France 8 434 0.7× 74 0.7× 72 0.7× 76 0.7× 47 0.5× 11 515
Arturo Kohatsu‐Higa Japan 15 524 0.9× 124 1.1× 61 0.6× 87 0.8× 56 0.5× 76 610
Josef Teichmann Switzerland 17 709 1.2× 156 1.4× 94 0.9× 76 0.7× 59 0.6× 67 966
Stéphane Menozzi France 14 391 0.7× 144 1.3× 131 1.2× 67 0.6× 45 0.4× 39 550
Jin Ma United States 15 669 1.1× 64 0.6× 47 0.4× 194 1.8× 46 0.5× 33 726
Luciano Tubaro Italy 11 443 0.8× 137 1.2× 185 1.7× 40 0.4× 76 0.7× 33 625
Salah-Eldin A. Mohammed United States 15 443 0.8× 127 1.1× 168 1.6× 48 0.5× 58 0.6× 28 620
Frank Proske Norway 14 713 1.2× 145 1.3× 120 1.1× 129 1.2× 19 0.2× 57 840
Fabio Antonelli Italy 12 411 0.7× 47 0.4× 61 0.6× 121 1.2× 30 0.3× 23 481

Countries citing papers authored by Andreas Neuenkirch

Since Specialization
Citations

This map shows the geographic impact of Andreas Neuenkirch's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Andreas Neuenkirch with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Andreas Neuenkirch more than expected).

Fields of papers citing papers by Andreas Neuenkirch

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Andreas Neuenkirch. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Andreas Neuenkirch. The network helps show where Andreas Neuenkirch may publish in the future.

Co-authorship network of co-authors of Andreas Neuenkirch

This figure shows the co-authorship network connecting the top 25 collaborators of Andreas Neuenkirch. A scholar is included among the top collaborators of Andreas Neuenkirch based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Andreas Neuenkirch. Andreas Neuenkirch is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Neuenkirch, Andreas, et al.. (2024). A nonlocal traffic flow model with stochastic velocity. ESAIM. Mathematical modelling and numerical analysis. 59(1). 487–518. 1 indexed citations
2.
Neuenkirch, Andreas, et al.. (2024). On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients. Journal of Mathematical Analysis and Applications. 542(1). 128788–128788. 1 indexed citations
3.
Neuenkirch, Andreas. (2021). D. Higham, P. Kloeden: “An Introduction to the Numerical Simulation of Stochastic Differential Equations”. MADOC (University of Mannheim). 124(2). 119–122. 2 indexed citations
4.
Göttlich, Simone, et al.. (2019). The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate. Advances in Difference Equations. 2019(1). 16 indexed citations
5.
Neuenkirch, Andreas, et al.. (2015). The maximum rate of convergence for the approximation of the fractional Lévy area at a single point. Journal of Complexity. 33. 107–117. 3 indexed citations
6.
Kuo, Frances Y., et al.. (2012). Algorithms and Complexity for Continuous Problems.
7.
Dereich, Steffen, Andreas Neuenkirch, & Łukasz Szpruch. (2011). An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process. Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences. 468(2140). 1105–1115. 75 indexed citations
8.
Kloeden, Peter E., Gabriel J. Lord, Andreas Neuenkirch, & Tony Shardlow. (2010). The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds. Journal of Computational and Applied Mathematics. 235(5). 1245–1260. 46 indexed citations
9.
Neuenkirch, Andreas, Ivan Nourdin, Andreas Rößler, & Samy Tindel. (2009). Trees and asymptotic expansions for fractional stochastic differential equations. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 45(1). 19 indexed citations
10.
Neuenkirch, Andreas, Samy Tindel, & Jérémie Unterberger. (2009). Discretizing the fractional Lévy area. Stochastic Processes and their Applications. 120(2). 223–254. 16 indexed citations
11.
Neuenkirch, Andreas & Henryk Zähle. (2009). Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients. Monte Carlo Methods and Applications. 15(4). 6 indexed citations
12.
Neuenkirch, Andreas. (2008). Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion. Stochastic Processes and their Applications. 118(12). 2294–2333. 21 indexed citations
13.
Jentzen, Arnulf & Andreas Neuenkirch. (2008). A random Euler scheme for Carathéodory differential equations. Journal of Computational and Applied Mathematics. 224(1). 346–359. 24 indexed citations
14.
Garrido-Atienza, Marı́a J., Peter E. Kloeden, & Andreas Neuenkirch. (2008). Discretization of Stationary Solutions of Stochastic Systems Driven by Fractional Brownian Motion. Applied Mathematics & Optimization. 60(2). 151–172. 31 indexed citations
15.
Kloeden, Peter E., Andreas Neuenkirch, & Raffaella Pavani. (2008). Synchronization of noisy dissipative systems under discretization. The Journal of Difference Equations and Applications. 15(8-9). 785–801. 4 indexed citations
16.
Caraballo, Tomás, Peter E. Kloeden, & Andreas Neuenkirch. (2008). SYNCHRONIZATION OF SYSTEMS WITH MULTIPLICATIVE NOISE. Stochastics and Dynamics. 8(1). 139–154. 17 indexed citations
17.
Neuenkirch, Andreas & Ivan Nourdin. (2007). Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion. Journal of Theoretical Probability. 20(4). 871–899. 60 indexed citations
18.
Kloeden, Peter E. & Andreas Neuenkirch. (2007). The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations. LMS Journal of Computation and Mathematics. 10. 235–253. 67 indexed citations
19.
Neuenkirch, Andreas. (2006). Optimal Approximation of Stochastic Differential Equations with Additive Fractional Noise. MADOC (University of Mannheim). 2 indexed citations
20.
Neuenkirch, Andreas. (2006). Optimal approximation of SDE's with additive fractional noise. Journal of Complexity. 22(4). 459–474. 22 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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