| Publication | Date of Publication | Type |
|---|
| On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient | 2024-10-07 | Paper |
| 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 |
| Optimal pointwise approximation of a linear stochastic heat equation with additive space-time white noise | 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 |
| On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity | N/A | Paper |
| On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient | N/A | Paper |
