| 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 | 2022-05-16 | Paper |
| Adaptive quantile computation for Brownian bridge in change-point analysis | 2022-01-26 | Paper |
| 2. An adaptive random bit multilevel algorithm for SDEs | 2020-07-27 | Paper |
| Embeddings for infinite-dimensional integration and \(L_2\)-approximation with increasing smoothness | 2019-09-19 | Paper |
| Random bit multilevel algorithms for stochastic differential equations | 2019-09-19 | Paper |
| An Adaptive Random Bit Multilevel Algorithm for SDEs | 2019-02-26 | Paper |
| Random bit quadrature and approximation of distributions on Hilbert spaces | 2019-02-21 | Paper |
| Monte Carlo simulation of electron dynamics in liquid water | 2018-11-13 | Paper |
| Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration | 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 \(L_p\) | 2017-05-24 | Paper |
| On the convergence analysis of the inexact linearly implicit Euler scheme for a class of stochastic partial differential equations | 2016-05-13 | Paper |
| On equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in \(L_1\) or \(L_\infty\) | 2015-12-11 | Paper |
| Multilevel Monte Carlo Approximation of Distribution Functions and Densities | 2015-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5501588 | 2015-08-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5265155 | 2015-07-22 | Paper |
| Adaptive Wavelet Methods for SPDEs | 2015-06-18 | Paper |
| Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations | 2015-06-18 | Paper |
| On embeddings of weighted tensor product Hilbert spaces | 2015-06-10 | Paper |
| Convergence analysis of spatially adaptive Rothe methods | 2015-01-16 | Paper |
| On the complexity of computing quadrature formulas for marginal distributions of SDEs | 2014-12-05 | Paper |
| On weighted Hilbert spaces and integration of functions of infinitely many variables | 2014-04-01 | Paper |
| A local refinement strategy for constructive quantization of scalar SDEs | 2014-03-24 | Paper |
| Random field sampling for a simplified model of melt-blowing considering turbulent velocity fluctuations | 2013-05-17 | Paper |
| Adaptive wavelet methods for the stochastic Poisson equation | 2012-11-21 | Paper |
| Derandomization of the Euler scheme for scalar stochastic differential equations | 2012-05-07 | Paper |
| Spatial Besov regularity for stochastic partial differential equations on Lipschitz domains | 2012-01-13 | Paper |
| Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) | 2011-06-14 | 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 |
| On the complexity of parabolic initial-value problems with variable drift | 2006-05-16 | Paper |
| Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. | 2004-10-27 | Paper |
| Optimal designs for weighted approximation and integration of stochastic processes on \([0,\infty)\) | 2004-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4549522 | 2003-01-13 | Paper |
| Average case complexity of weighted approximation and integration over \(\mathbb R_{+}\) | 2002-09-30 | 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 |
| Simple cubature formulas with high polynomial exactness | 2000-08-17 | Paper |
| Average-case analysis of numerical problems | 2000-07-18 | Paper |
| Optimal approximation of stochastic differential equations by adaptive step-size control | 2000-05-22 | Paper |
| High dimensional polynomial interpolation on sparse grids | 2000-03-21 | Paper |
| Smolyak's construction of cubature formulas of arbitrary trigonometric degree | 2000-02-07 | Paper |
| On an interpolatory method for high dimensional integration | 2000-02-03 | Paper |
| Spatial adaption for predicting random functions | 1999-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4389413 | 1999-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4389412 | 1999-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4240374 | 1999-05-03 | Paper |
| Asymptotic optimality of regular sequence designs | 1999-02-03 | Paper |
| Uniform reconstruction of Gaussian processes | 1999-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4379953 | 1998-03-31 | Paper |
| High dimensional integration of smooth functions over cubes | 1998-03-23 | Paper |
| Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions | 1997-10-21 | Paper |
| Integration and \(L_ 2\)-approximation: Average case setting with isotropic Wiener measure for smooth functions | 1997-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5688487 | 1997-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4717960 | 1997-02-11 | Paper |
| Average-Case Optimality of a Hybrid Secant-Bisection Method | 1996-11-11 | Paper |
| Almost optimal differentiation using noisy data | 1996-10-27 | Paper |
| Average errors for zero finding: Lower bounds for smooth or monotone functions | 1994-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4284674 | 1994-04-18 | Paper |
| Some complexity results for zero finding for univariate functions | 1993-06-29 | Paper |
| Average errors for zero finding: Lower bounds | 1993-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3999939 | 1992-09-17 | Paper |
| On the average case solvability of ill-posed problems | 1992-06-26 | Paper |
| Approximation and optimization on the Wiener space | 1990-01-01 | Paper |
| A stochastic analog to Chebyshev centers and optimal average case algorithms | 1989-01-01 | Paper |
