The following pages link to Thomas Müller-Gronbach (Q192032):
Displaying 50 items.
- On stochastic differential equations with arbitrary slow convergence rates for strong approximation (Q344368) (← links)
- Derandomization of the Euler scheme for scalar stochastic differential equations (Q413464) (← links)
- On the complexity of computing quadrature formulas for marginal distributions of SDEs (Q479002) (← links)
- Deterministic quadrature formulas for SDEs based on simplified weak Itô-Taylor steps (Q515988) (← links)
- Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) (Q544124) (← links)
- Monte Carlo algorithms. (Q616584) (← links)
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
- Linear vs standard information for scalar stochastic differential equations (Q700169) (← links)
- Infinite-dimensional quadrature and approximation of distributions (Q839653) (← links)
- Quadrature for self-affine distributions on \(\mathbb R^d\) (Q895698) (← links)
- Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) (Q983180) (← links)
- An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise (Q996817) (← links)
- Uniform reconstruction of Gaussian processes (Q1275934) (← links)
- Hyperbolic cross designs for approximation of random fields (Q1298707) (← links)
- Spatial adaption for predicting random functions (Q1307098) (← links)
- A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
- General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type (Q1740634) (← links)
- Optimal pointwise approximation of SDEs based on Brownian motion at discrete points (Q1769404) (← links)
- The optimal uniform approximation of systems of stochastic differential equations (Q1872395) (← links)
- Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. (Q1884833) (← links)
- On the global error of Itô--Taylor schemes for strong approximation of scalar stochastic differential equations (Q1888379) (← links)
- Optimal designs for approximating the path of a stochastic process (Q1918137) (← links)
- On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values (Q2033122) (← links)
- Counterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven stochastic differential equations with smooth drift coefficient functions with at most polynomially growing derivatives (Q2090325) (← links)
- On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient (Q2179625) (← links)
- A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag (Q2432714) (← links)
- A local refinement strategy for constructive quantization of scalar SDEs (Q2441421) (← links)
- Lower bounds and nonuniform time discretization for approximation of stochastic heat equations (Q2462618) (← links)
- Free-knot spline approximation of stochastic processes (Q2465309) (← links)
- On optimal allocations for estimating the surface of a random field (Q2564986) (← links)
- On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients (Q2986694) (← links)
- Variable Subspace Sampling and Multi-level Algorithms (Q3405430) (← links)
- Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations (Q3504215) (← links)
- (Q3504253) (← links)
- OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (Q3548301) (← links)
- (Q3835847) (← links)
- A Law of the Iterated Logarithm for Discrete Discrepancies and its Applications to Pseudorandom Vector Sequences (Q4228061) (← links)
- (Q4244918) (← links)
- Optimal Designs for Approximating a Stochastic Process with Respect to a Minimax Criterion (Q4878156) (← links)
- Optimal approximation of stochastic differential equations by adaptive step-size control (Q4955859) (← links)
- A strong order <b>3</b>/<b>4</b> method for SDEs with discontinuous drift coefficient (Q5024877) (← links)
- Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations (Q5256556) (← links)
- (Q5265155) (← links)
- (Q5393277) (← links)
- The optimal discretization of stochastic differential equations (Q5938583) (← links)
- Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)
- A strong order $3/4$ method for SDEs with discontinuous drift coefficient (Q6317466) (← links)
- On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity (Q6522791) (← links)
- On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6524209) (← links)
- On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)
