André Herzwurm

Available identifiers

zbMath Open herzwurm.andreMaRDI QIDQ511111

List of research outcomes

Publication	Date of Publication	Type
Adaptive quantile computation for Brownian bridge in change-point analysis	2022-01-26	Paper
Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients	2019-03-20	Paper
Monte Carlo simulation of electron dynamics in liquid water	2018-11-13	Paper
Optimal strong approximation of the one-dimensional squared Bessel process	2018-04-06	Paper
Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range	2017-12-12	Paper
Lower Error Bounds for Strong Approximation of Scalar SDEs with non-Lipschitzian Coefficients	2017-10-24	Paper
https://portal.mardi4nfdi.de/entity/Q4978554	2017-08-11	Paper
Adaptive approximation of the minimum of Brownian motion	2017-02-14	Paper

Research outcomes over time

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