Sonja Cox

Available identifiers

zbMath Open cox.sonja-giselaMaRDI QIDQ373223

List of research outcomes

Publication	Date of Publication	Type
Weak convergence rates for temporal numerical approximations of the semilinear stochastic wave equation with multiplicative noise	2024-11-27	Paper
Infinite-dimensional Wishart processes	2024-10-16	Paper
An infinite‐dimensional affine stochastic volatility model	2023-09-28	Paper
Stochastic integration in quasi-Banach spaces	2023-04-13	Paper
Infinite-dimensional Wishart-processes	2023-04-07	Paper
Efficient numerical approximation of a non-regular Fokker-Planck equation associated with first-passage time distributions	2022-11-22	Paper
Affine pure-jump processes on positive Hilbert-Schmidt operators	2022-07-27	Paper
Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries	2021-12-17	Paper
On decoupling in Banach spaces	2021-07-26	Paper
Efficient numerical approximation of a non-regular Fokker--Planck equation associated with first-passage time distributions	2021-03-08	Paper
Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions	2021-02-24	Paper
Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle-Matérn fields	2021-01-11	Paper
Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise	2019-01-16	Paper
On the mild Itô formula in Banach spaces	2018-12-18	Paper
Intuition for mathematical concepts	2016-11-10	Paper
Stochastic partial differential equations	2014-08-28	Paper
A perturbation result for semi-linear stochastic differential equations in UMD Banach spaces	2014-03-24	Paper
Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise	2013-10-22	Paper
Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations	2013-09-22	Paper
Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise	2013-01-18	Paper
Vector-valued decoupling and the Burkholder-Davis-Gundy inequality	2013-01-04	Paper
Vector-valued stochastic delay equations -- a semigroup approach	2011-09-06	Paper
Convergence rates of the splitting scheme for parabolic linear stochastic Cauchy problems	2011-03-15	Paper
Some remarks on tangent martingale difference sequences in \(L^{1}\)-spaces	2007-11-19	Paper

Research outcomes over time

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