Peter E. Kloeden

9.6k citations

64 papers · 6.0k indexed · 2 hit papers · h-index 26

Impact in

Finance top 0.2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
Numerical Analysis top 0.5%
- Differential Equations and Numerical Methods

Papers in

Finance 52
- Stochastic processes and financial applications 51
- Financial Risk and Volatility Modeling 9
Numerical Analysis 12
- Differential Equations and Numerical Methods 10

Co-authors: Eckhard Platen Arnulf Jentzen Martin Hutzenthaler Martin Rasmussen Desmond J. Higham Robert A. Pearson Andreas Neuenkirch Wilfried Grecksch
Journals: BIT Numerical Mathematics (4 papers)Journal of Computational and Applied Mathematics (4 papers)Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences (3 papers)Numerische Mathematik (2 papers)Discrete and Continuous Dynamical Systems - B (2 papers)
Partner nations: Germany Australia United Kingdom

In The Last Decade

Peter E. Kloeden

59 papers receiving 5.7k citations

Hit Papers

align trajectories log scale

Nonautonomous Dynamical Systems 2011 · 357 citations

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if any of the following hold:

it has ≥500 total citations;
it reaches ≥1.5× the top-1% citation threshold for papers in the same subfield and year (the threshold is the minimum needed to enter the top 1%, not the average within it);
it reaches the top citation threshold in at least one of its specific research topics.

2011 Mathematical surveys and monographs
1992 CERN Document Server (European Organization for Nuclear Research)

Peers

Countries citing papers authored by Peter E. Kloeden

Since Specialization

Citations

This map shows the geographic impact of Peter E. Kloeden'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 Peter E. Kloeden with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter E. Kloeden more than expected).

Fields of papers citing papers by Peter E. Kloeden

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Peter E. Kloeden. 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 Peter E. Kloeden. The network helps show where Peter E. Kloeden may publish in the future.

Co-authors

The 25 scholars most cited alongside Peter E. Kloeden, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Peter E. Kloeden Line = papers co-authored together Peter E. Kloeden links everyone, so they are left out of the graph.

All Works

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20 of 20 papers shown

#	Work
1	Strong convergence of an implicit Euler-Maruyama scheme for Caputo stochastic fractional delay differential equations Stochastic Analysis and Applications ·Cho Seong Jin, Peter E. Kloeden	2025	0
2	The ultimate boundedness of solutions for stochastic differential equations driven by time-changed Lévy noises Applied Mathematics Letters ·Qingyan Meng, Yejuan Wang, Peter E. Kloeden, 修児玉	2024	0
3	Euler–Maruyama scheme for Caputo stochastic fractional differential equations Journal of Computational and Applied Mathematics ·Thai Son Doan, Jerome T. Alpern, Peter E. Kloeden, Prajesh Purohit	2020	48
4	Existence and approximation of strong solutions of SDEs with fractional diffusion coefficients Discrete and Continuous Dynamical Systems - B ·Hao Yang, Fuke Wu, Peter E. Kloeden	2019	2
5	Numerical schemes for random ODEs with affine noise Numerical Algorithms ·Yusuke Asai, Peter E. Kloeden	2015	4
6	Divergence of the multilevel Monte Carlo method arXiv (Cornell University) ·Martin Hutzenthaler, Arnulf Jentzen, Peter E. Kloeden	2011	7
7	Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations Random Operators and Stochastic Equations ·Fuke Wu, Xuerong Mao, Peter E. Kloeden	2011	23
8	The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds Journal of Computational and Applied Mathematics ·Peter E. Kloeden, Gabriel J. Lord, Andreas Neuenkirch, Tony Shardlow	2010	46
9	Pathwise convergent higher order numerical schemes for random ordinary differential equations Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences ·Peter E. Kloeden, Arnulf Jentzen	2007	19
10	Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems Journal of Computational and Applied Mathematics ·Desmond J. Higham, Peter E. Kloeden	2006	61
11	Numerical methods for nonlinear stochastic differential equations with jumps Numerische Mathematik ·Desmond J. Higham, Peter E. Kloeden	2005	155
12	Runge–Kutta Methods for Monotone Differential and Delay Equations BIT Numerical Mathematics ·Peter E. Kloeden, Johannes Schropp	2003	3
13	Variance reduction for Monte Carlo simulation of stochastic environmental models Applied Mathematical Modelling ·John Schoenmakers, Arnold Heemink, K. Ponnambalam, Peter E. Kloeden	2002	14
14	Nonautonomous attractors of skew-product flows with digitized driving systems SHILAP Revista de lepidopterología ·Russell Johnson, Peter E. Kloeden	2001	4
15	Robust option replication for a Black‐Scholes model extended with nondeterministic trends International Journal of Stochastic Analysis ·John Schoenmakers, Peter E. Kloeden	1998	15
16	Time-discretised Galerkin approximations of parabolic stochastic PDE's Bulletin of the Australian Mathematical Society ·Wilfried Grecksch, Peter E. Kloeden	1996	70
17	On effects of discretization on estimators of drift parameters for diffusion processes Journal of Applied Probability ·Peter E. Kloeden, Eckhard Platen, Henri Schurz, Michael Sørensen	1996	1
18	Slower aging in women: A proposed evolutionary explanation Biosystems ·Elizabeth Mabele, Peter E. Kloeden, Otto E. Rössler	1995	5
19	Relations between multiple ito and stratonovich integrals Stochastic Analysis and Applications ·Peter E. Kloeden, Eckhard Platen	1991	10
20	An attainability set model for dynamical games Journal of Differential Equations ·Peter E. Kloeden	1976	1

About Peter E. Kloeden

Peter E. Kloeden is a scholar working on Finance, Numerical Analysis, General Decision Sciences, Computational Theory and Mathematics and Modeling and Simulation, having authored 64 papers that have together received 6.0k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (51 papers), Advanced Mathematical Modeling in Engineering (16 papers), Differential Equations and Numerical Methods (10 papers), Insurance, Mortality, Demography, Risk Management (9 papers), Fluid Dynamics and Turbulent Flows (9 papers), Stability and Controllability of Differential Equations (9 papers), Financial Risk and Volatility Modeling (9 papers) and Economic theories and models (4 papers). The work is most often cited by research in Finance (2.8k citations), Numerical Analysis (879 citations), Modeling and Simulation (541 citations), Statistics, Probability and Uncertainty (557 citations) and Statistical and Nonlinear Physics (946 citations). Peter E. Kloeden has collaborated with scholars based in Germany, Australia and United Kingdom. Frequent co-authors include Eckhard Platen, Arnulf Jentzen, Martin Hutzenthaler, Martin Rasmussen, Desmond J. Higham, Robert A. Pearson, Andreas Neuenkirch, Wilfried Grecksch, Tony Shardlow and Fuke Wu. Their work appears in journals such as BIT Numerical Mathematics, Journal of Computational and Applied Mathematics, Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences, Numerische Mathematik and Discrete and Continuous Dynamical Systems - B.

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