| Publication | Date of Publication | Type |
|---|
Counterexamples to regularities for the derivative processes associated to stochastic evolution equations
Stochastics and Partial Differential Equations. Analysis and Computations | 2025-07-18 | Paper |
On upper and lower bounds for pathwise approximation of scalar SDEs with reflection
Journal of Complexity | 2025-07-04 | 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 |
Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces
Potential Analysis | 2019-03-25 | Paper |
Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients
The Annals of Applied Probability | 2019-03-20 | Paper |
Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients
The Annals of Applied Probability | 2019-03-20 | 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 |
On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes
Finance and Stochastics | 2019-01-18 | Paper |
Optimal strong approximation of the one-dimensional squared Bessel process
Communications in Mathematical Sciences | 2018-04-06 | Paper |
Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range
Journal of Mathematical Analysis and Applications | 2017-12-12 | Paper |
Lower Error Bounds for Strong Approximation of Scalar SDEs with non-Lipschitzian Coefficients
(available as arXiv preprint) | 2017-10-24 | Paper |
Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
Journal of Approximation Theory | 2017-09-12 | 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 |
| Counterexamples to regularities for the derivative processes associated to stochastic evolution equations | 2017-03-27 | Paper |
Adaptive approximation of the minimum of Brownian motion
Journal of Complexity | 2017-02-14 | Paper |
| Weak convergence rates for numerical approximations of stochastic partial differential equations with nonlinear diffusion coefficients in UMD Banach spaces | 2016-12-09 | 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 |
On embeddings of weighted tensor product Hilbert spaces
Journal of Complexity | 2015-06-10 | Paper |
