Stochastic versus fuzzy approaches to multiobjective mathematical programming under uncertainty : Roman Slowinski and Jacques Teghem. - Peter Kloeden (Autom., 1993)

Numerical Modeling of Toroidal Dynamical Systems with Invariant Lebesgue Measure. - Phil Diamond; Peter Kloeden; Alexei Pokrovskii (Complex Syst., 1993)

On the Fragmentary Complexity of Symbolic Sequences. - Phil Diamond; Peter Kloeden; Victor S. Kozyakin; Alexei Pokrovskii (Theor. Comput. Sci., 1995)

Absolute retracts and a general fixed point theorem for fuzzy sets. - Phil Diamond; Peter Kloeden; Alexei Pokrovskii (Fuzzy Sets Syst., 1997)

Nonautonomous systems, cocycle attractors and variable time-step discretization. - Peter E. Kloeden; Björn Schmalfuß (Numer. Algorithms, 1997)

Spikes, broken planes and the approximation of convex fuzzy sets. - Phil Diamond; Peter Kloeden; Alexander Vladimirov (Fuzzy Sets Syst., 1998)

Higher order numerical schemes for affinely controlled nonlinear systems. - Lars Grüne; Peter E. Kloeden (Numerische Mathematik, 2001)

Numerical Schemes of Higher Order for a Class of Nonlinear Control Systems. - Lars Grüne; Peter E. Kloeden (Numerical Methods and Application, 2002)

Bifurcations and Continuous Transitions of attractors in Autonomous and nonautonomous Systems. - Peter E. Kloeden; Stefan Siegmund (Int. J. Bifurc. Chaos, 2005)

Numerical methods for nonlinear stochastic differential equations with jumps. - Desmond J. Higham; Peter E. Kloeden (Numerische Mathematik, 2005)

Higher order numerical approximation of switching systems. - Lars Grüne; Peter E. Kloeden (Syst. Control. Lett., 2006)

Synchronization of a Stochastic Reaction-Diffusion System on a Thin Two-Layer Domain. - Tomás Caraballo; Igor D. Chueshov; Peter E. Kloeden (SIAM J. Math. Anal., 2006)

The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations. - Peter E. Kloeden; Andreas Neuenkirch (LMS J. Comput. Math., 2007)

Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients. - Arnulf Jentzen; Peter E. Kloeden; Andreas Neuenkirch (Numerische Mathematik, 2009)

Recent Developments in Dynamical Systems: Three Perspectives. - Francisco Balibrea; Tomás Caraballo; Peter E. Kloeden; José Valero 001 (Int. J. Bifurc. Chaos, 2010)

Dynamics of Modified predator-prey Models. - Peter E. Kloeden; Christian Pötzsche (Int. J. Bifurc. Chaos, 2010)

Multilevel Monte Carlo for stochastic differential equations with additive fractional noise. - Peter E. Kloeden; Andreas Neuenkirch; Raffaella Pavani (Ann. Oper. Res., 2011)

The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds. - Peter E. Kloeden; Gabriel J. Lord; Andreas Neuenkirch; Tony Shardlow (J. Comput. Appl. Math., 2011)

Efficient price sensitivity estimation of financial derivatives by weak derivatives. - Peter E. Kloeden; Carlos Sanz-Chacón (Monte Carlo Methods Appl., 2011)

Numerical Methods for Stochastic Differential Equations. - Peter E. Kloeden (International Encyclopedia of Statistical Science, 2011)

Stochastic Differential Equations. - Peter E. Kloeden (International Encyclopedia of Statistical Science, 2011)

Preface: 'Recent advances in the numerical approximation of stochastic partial differential equations'. - Peter Kloeden; Klaus Ritter 001 (Int. J. Comput. Math., 2012)

Entropy Increase in Switching Systems. - José M. Amigó; Peter E. Kloeden; Ángel Giménez (Entropy, 2013)

Fuzzy differential equations without fuzzy convexity. - Peter E. Kloeden; Thomas Lorenz (Fuzzy Sets Syst., 2013)

A Peano theorem for fuzzy differential equations with evolving membership grade. - Peter E. Kloeden; Thomas Lorenz (Fuzzy Sets Syst., 2015)

Nonautonomous Chemostats with Variable Delays. - Tomás Caraballo; Xiaoying Han; Peter E. Kloeden (SIAM J. Math. Anal., 2015)

Asymptotic Behavior of a Nonautonomous p-Laplacian Lattice System. - Anhui Gu; Peter E. Kloeden (Int. J. Bifurc. Chaos, 2016)

Multi-step methods for random ODEs driven by Itô diffusions. - Yusuke Asai; Peter E. Kloeden (J. Comput. Appl. Math., 2016)

Numerical schemes for random ODEs with affine noise. - Yusuke Asai; Peter E. Kloeden (Numer. Algorithms, 2016)

An Exponential Wagner-Platen Type Scheme for SPDEs. - Sebastian Becker; Arnulf Jentzen; Peter E. Kloeden (SIAM J. Numer. Anal., 2016)

Gauss-Quadrature Method for One-Dimensional Mean-Field SDEs. - Peter Kloeden; Tony Shardlow (SIAM J. Sci. Comput., 2017)

Numerical schemes for ordinary delay differential equations with random noise. - Yusuke Asai; Peter E. Kloeden (Appl. Math. Comput., 2019)

Tail convergences of pullback attractors for asymptotically converging multi-valued dynamical systems. - Hongyong Cui; Peter E. Kloeden (Asymptot. Anal., 2019)

Euler-Maruyama scheme for Caputo stochastic fractional differential equations. - Thai Son Doan 001; Phan Thi Huong; Peter E. Kloeden; Anh My Vu (J. Comput. Appl. Math., 2020)

The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients. - Hao Yang; Fuke Wu; Peter E. Kloeden; Xuerong Mao (J. Comput. Appl. Math., 2020)

Time-consistent portfolio optimization. - Ling Peng; Peter E. Kloeden (Eur. J. Oper. Res., 2021)

Mean-square convergence of numerical methods for random ordinary differential equations. - Peng Wang; Yanzhao Cao; Xiaoying Han; Peter Kloeden (Numer. Algorithms, 2021)

A reusable discounting framework under jump-diffusion process. - Ling Peng; Peter E. Kloeden (Expert Syst. Appl., 2022)

Improved error estimate for the order of strong convergence of the Euler method for random ordinary differential equations. - Peter E. Kloeden; Ricardo M. S. Rosa (CoRR, 2023)

The dynamical behavior of a class of stochastic vegetation models. - Qingyan Meng; Yejuan Wang; Peter E. Kloeden (Math. Comput. Simul., 2023)

Enlarged Numerical Attractors for Lattice Systems with Porous Media Degeneracies. - Yangrong Li; Fengling Wang; Peter Kloeden (SIAM J. Appl. Dyn. Syst., 2023)

Numerical Attractors for Rough Differential Equations. - Luu Hoang Duc; Peter Kloeden (SIAM J. Numer. Anal., 2023)

The ultimate boundedness of solutions for stochastic differential equations driven by time-changed Lévy noises. - Qingyan Meng; Yejuan Wang; Peter E. Kloeden; Yinan Ni (Appl. Math. Lett., 2024)

Approximation of the Heaviside function by sigmoidal functions in reaction-diffusion equations. - Wenlong Sun; Xiaoying Han; Peter E. Kloeden (Commun. Nonlinear Sci. Numer. Simul., 2024)

Fokker-Planck equation and Feynman-Kac formula for multidimensional stochastic dynamical systems with Lévy noises and time-dependent coefficients. - Qingyan Meng; Yejuan Wang; Peter E. Kloeden; Xiaoying Han (Math. Comput. Simul., 2025)