André Herzwurm

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On upper and lower bounds for pathwise approximation of scalar SDEs with reflection Journal of Complexity	2025-07-04	Paper
Adaptive quantile computation for Brownian bridge in change-point analysis Computational Statistics and Data Analysis	2022-01-26	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
Monte Carlo simulation of electron dynamics in liquid water Physica A	2018-11-13	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
Strong approximation of a Cox-Ingersoll-Ross process via approximation of the minimum of Brownian motion	2017-08-11	Paper
Adaptive approximation of the minimum of Brownian motion Journal of Complexity	2017-02-14	Paper

Research outcomes over time

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