| Publication | Date of Publication | Type |
|---|
| Infinite-dimensional integration and $L^2$-approximation on Hermite spaces | 2023-04-04 | Paper |
Countable tensor products of Hermite spaces and spaces of Gaussian kernels
Journal of Complexity | 2022-05-16 | Paper |
Adaptive quantile computation for Brownian bridge in change-point analysis
Computational Statistics and Data Analysis | 2022-01-26 | Paper |
An adaptive random bit multilevel algorithm for SDEs
Multivariate Algorithms and Information-Based Complexity | 2020-07-27 | Paper |
Embeddings for infinite-dimensional integration and \(L_2\)-approximation with increasing smoothness
Journal of Complexity | 2019-09-19 | Paper |
Random bit multilevel algorithms for stochastic differential equations
Journal of Complexity | 2019-09-19 | Paper |
An Adaptive Random Bit Multilevel Algorithm for SDEs
(available as arXiv preprint) | 2019-02-26 | Paper |
Random bit quadrature and approximation of distributions on Hilbert spaces
Foundations of Computational Mathematics | 2019-02-21 | Paper |
Monte Carlo simulation of electron dynamics in liquid water
Physica A | 2018-11-13 | Paper |
Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
Journal of Approximation Theory | 2017-09-12 | Paper |
| Adaptive Multilevel Monte Carlo Approximation of Distribution Functions | 2017-06-21 | Paper |
Equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in \(L_p\)
Journal of Complexity | 2017-05-24 | Paper |
On the convergence analysis of the inexact linearly implicit Euler scheme for a class of stochastic partial differential equations
Potential Analysis | 2016-05-13 | Paper |
On equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in \(L_1\) or \(L_\infty\)
Journal of Complexity | 2015-12-11 | Paper |
Multilevel Monte Carlo approximation of distribution functions and densities
SIAM/ASA Journal on Uncertainty Quantification | 2015-09-09 | Paper |
| Monte Carlo simulation of asymmetric flow field flow fractionation | 2015-08-04 | Paper |
| On the complexity of computing quadrature formulas for SDEs | 2015-07-22 | Paper |
Adaptive wavelet methods for SPDEs
Extraction of Quantifiable Information from Complex Systems | 2015-06-18 | Paper |
Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations
Extraction of Quantifiable Information from Complex Systems | 2015-06-18 | Paper |
On embeddings of weighted tensor product Hilbert spaces
Journal of Complexity | 2015-06-10 | Paper |
Convergence analysis of spatially adaptive Rothe methods
Foundations of Computational Mathematics | 2015-01-16 | Paper |
On the complexity of computing quadrature formulas for marginal distributions of SDEs
Journal of Complexity | 2014-12-05 | Paper |
On weighted Hilbert spaces and integration of functions of infinitely many variables
Journal of Complexity | 2014-04-01 | Paper |
A local refinement strategy for constructive quantization of scalar SDEs
Foundations of Computational Mathematics | 2014-03-24 | Paper |
Random field sampling for a simplified model of melt-blowing considering turbulent velocity fluctuations
Journal of Statistical Physics | 2013-05-17 | Paper |
Adaptive wavelet methods for the stochastic Poisson equation
BIT | 2012-11-21 | Paper |
Derandomization of the Euler scheme for scalar stochastic differential equations
Journal of Complexity | 2012-05-07 | Paper |
Spatial Besov regularity for stochastic partial differential equations on Lipschitz domains
Studia Mathematica | 2012-01-13 | Paper |
Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
Journal of Complexity | 2011-06-14 | Paper |
Monte Carlo algorithms.
Springer-Lehrbuch | 2011-01-10 | Paper |
Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
Journal of Complexity | 2010-08-03 | Paper |
Variable subspace sampling and multi-level algorithms
Monte Carlo and Quasi-Monte Carlo Methods 2008 | 2010-02-15 | Paper |
Infinite-dimensional quadrature and approximation of distributions
Foundations of Computational Mathematics | 2009-09-02 | Paper |
OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES
Stochastics and Dynamics | 2008-12-11 | Paper |
Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations
Monte Carlo and Quasi-Monte Carlo Methods 2006 | 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
Journal of Complexity | 2008-01-09 | Paper |
Lower bounds and nonuniform time discretization for approximation of stochastic heat equations
Foundations of Computational Mathematics | 2007-12-03 | Paper |
An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise
BIT | 2007-07-19 | Paper |
On the complexity of parabolic initial-value problems with variable drift
Journal of Complexity | 2006-05-16 | Paper |
Step size control for the uniform approximation of systems of stochastic differential equations with additive noise.
The Annals of Applied Probability | 2004-10-27 | Paper |
Optimal designs for weighted approximation and integration of stochastic processes on \([0,\infty)\)
Journal of Complexity | 2004-10-13 | Paper |
| scientific article; zbMATH DE number 1790452 (Why is no real title available?) | 2003-01-13 | Paper |
Average case complexity of weighted approximation and integration over \(\mathbb R_{+}\)
Journal of Complexity | 2002-09-30 | Paper |
Linear vs standard information for scalar stochastic differential equations
Journal of Complexity | 2002-09-30 | Paper |
The optimal discretization of stochastic differential equations
Journal of Complexity | 2001-07-23 | Paper |
Simple cubature formulas with high polynomial exactness
Constructive Approximation | 2000-08-17 | Paper |
Average-case analysis of numerical problems
Lecture Notes in Mathematics | 2000-07-18 | Paper |
Optimal approximation of stochastic differential equations by adaptive step-size control
Mathematics of Computation | 2000-05-22 | Paper |
High dimensional polynomial interpolation on sparse grids
Advances in Computational Mathematics | 2000-03-21 | Paper |
Smolyak's construction of cubature formulas of arbitrary trigonometric degree
Computing | 2000-02-07 | Paper |
On an interpolatory method for high dimensional integration
Journal of Computational and Applied Mathematics | 2000-02-03 | Paper |
Spatial adaption for predicting random functions
The Annals of Statistics | 1999-12-14 | Paper |
| scientific article; zbMATH DE number 1153818 (Why is no real title available?) | 1999-11-08 | Paper |
| scientific article; zbMATH DE number 1153817 (Why is no real title available?) | 1999-11-08 | Paper |
| scientific article; zbMATH DE number 1284029 (Why is no real title available?) | 1999-05-03 | Paper |
Asymptotic optimality of regular sequence designs
The Annals of Statistics | 1999-02-03 | Paper |
Uniform reconstruction of Gaussian processes
Stochastic Processes and their Applications | 1999-01-14 | Paper |
| scientific article; zbMATH DE number 1126861 (Why is no real title available?) | 1998-03-31 | Paper |
High dimensional integration of smooth functions over cubes
Numerische Mathematik | 1998-03-23 | Paper |
Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions
The Annals of Applied Probability | 1997-10-21 | Paper |
Integration and \(L_ 2\)-approximation: Average case setting with isotropic Wiener measure for smooth functions
Rocky Mountain Journal of Mathematics | 1997-09-28 | Paper |
| scientific article; zbMATH DE number 970338 (Why is no real title available?) | 1997-03-11 | Paper |
| scientific article; zbMATH DE number 953039 (Why is no real title available?) | 1997-02-11 | Paper |
| Average-Case Optimality of a Hybrid Secant-Bisection Method | 1996-11-11 | Paper |
Almost optimal differentiation using noisy data
Journal of Approximation Theory | 1996-10-27 | Paper |
Average errors for zero finding: Lower bounds for smooth or monotone functions
Aequationes Mathematicae | 1994-12-07 | Paper |
| scientific article; zbMATH DE number 524187 (Why is no real title available?) | 1994-04-18 | Paper |
Some complexity results for zero finding for univariate functions
Journal of Complexity | 1993-06-29 | Paper |
Average errors for zero finding: Lower bounds
Mathematische Zeitschrift | 1993-03-07 | Paper |
| scientific article; zbMATH DE number 50226 (Why is no real title available?) | 1992-09-17 | Paper |
On the average case solvability of ill-posed problems
Journal of Complexity | 1992-06-26 | Paper |
Approximation and optimization on the Wiener space
Journal of Complexity | 1990-01-01 | Paper |
A stochastic analog to Chebyshev centers and optimal average case algorithms
Journal of Complexity | 1989-01-01 | Paper |
