Thomas Müller-Gronbach

Available identifiers

zbMath Open muller-gronbach.thomasWikidataQ102238522 ScholiaQ102238522MaRDI QIDQ192032

List of research outcomes

Publication	Date of Publication	Type
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise	2023-06-05	Paper
Counterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven stochastic differential equations with smooth drift coefficient functions with at most polynomially growing derivatives	2022-10-25	Paper
Existence, uniqueness and approximation of solutions of SDEs with superlinear coefficients in the presence of discontinuities of the drift coefficient	2022-04-05	Paper
A strong order 3/4 method for SDEs with discontinuous drift coefficient	2022-01-27	Paper
On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values	2021-06-14	Paper
On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient	2020-05-13	Paper
General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type	2019-05-02	Paper
A strong order $3/4$ method for SDEs with discontinuous drift coefficient	2019-04-18	Paper
Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients	2019-03-20	Paper
A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives	2018-08-27	Paper
Lower Error Bounds for Strong Approximation of Scalar SDEs with non-Lipschitzian Coefficients	2017-10-24	Paper
A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives	2017-07-27	Paper
On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients	2017-05-16	Paper
Deterministic quadrature formulas for SDEs based on simplified weak Itô-Taylor steps	2017-03-17	Paper
On stochastic differential equations with arbitrary slow convergence rates for strong approximation	2016-11-22	Paper
Quadrature for self-affine distributions on \(\mathbb R^d\)	2015-12-04	Paper
https://portal.mardi4nfdi.de/entity/Q5265155	2015-07-22	Paper
Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations	2015-06-18	Paper
On the complexity of computing quadrature formulas for marginal distributions of SDEs	2014-12-05	Paper
A local refinement strategy for constructive quantization of scalar SDEs	2014-03-24	Paper
Derandomization of the Euler scheme for scalar stochastic differential equations	2012-05-07	Paper
Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)	2011-06-14	Paper
https://portal.mardi4nfdi.de/entity/Q5393277	2011-04-16	Paper
Monte Carlo algorithms.	2011-01-10	Paper
Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)	2010-08-03	Paper
Variable Subspace Sampling and Multi-level Algorithms	2010-02-15	Paper
Infinite-dimensional quadrature and approximation of distributions	2009-09-02	Paper
OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES	2008-12-11	Paper
Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations	2008-06-11	Paper
https://portal.mardi4nfdi.de/entity/Q3504253	2008-06-11	Paper
Free-knot spline approximation of stochastic processes	2008-01-09	Paper
Lower bounds and nonuniform time discretization for approximation of stochastic heat equations	2007-12-03	Paper
An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise	2007-07-19	Paper
A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag	2006-10-25	Paper
Optimal pointwise approximation of SDEs based on Brownian motion at discrete points	2005-03-21	Paper
On the global error of Itô--Taylor schemes for strong approximation of scalar stochastic differential equations	2004-11-23	Paper
Step size control for the uniform approximation of systems of stochastic differential equations with additive noise.	2004-10-27	Paper
The optimal uniform approximation of systems of stochastic differential equations	2003-05-06	Paper
Linear vs standard information for scalar stochastic differential equations	2002-09-30	Paper
The optimal discretization of stochastic differential equations	2001-07-23	Paper
Hyperbolic cross designs for approximation of random fields	2001-01-11	Paper
Optimal approximation of stochastic differential equations by adaptive step-size control	2000-05-22	Paper
Spatial adaption for predicting random functions	1999-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q3835847	1999-11-29	Paper
A Law of the Iterated Logarithm for Discrete Discrepancies and its Applications to Pseudorandom Vector Sequences	1999-09-29	Paper
https://portal.mardi4nfdi.de/entity/Q4244918	1999-05-31	Paper
Uniform reconstruction of Gaussian processes	1999-01-14	Paper
Optimal designs for approximating the path of a stochastic process	1998-02-08	Paper
On optimal allocations for estimating the surface of a random field	1997-01-07	Paper
Optimal Designs for Approximating a Stochastic Process with Respect to a Minimax Criterion	1996-08-04	Paper

Research outcomes over time

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This page was built for person: Thomas Müller-Gronbach