Strong convergence rates for Cox–Ingersoll–Ross processes — Full parameter range
Hefter, Mario, Herzwurm, André
Published in Journal of mathematical analysis and applications (15.03.2018)
Published in Journal of mathematical analysis and applications (15.03.2018)
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Journal Article
Random bit multilevel algorithms for stochastic differential equations
Giles, Michael B., Hefter, Mario, Mayer, Lukas, Ritter, Klaus
Published in Journal of Complexity (01.10.2019)
Published in Journal of Complexity (01.10.2019)
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Journal Article
Adaptive quantile computation for Brownian bridge in change-point analysis
Franke, Jürgen, Hefter, Mario, Herzwurm, André, Ritter, Klaus, Schwaar, Stefanie
Published in Computational statistics & data analysis (01.03.2022)
Published in Computational statistics & data analysis (01.03.2022)
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Journal Article
Regularity Properties for Solutions of Infinite Dimensional Kolmogorov Equations in Hilbert Spaces
Andersson, Adam, Hefter, Mario, Jentzen, Arnulf, Kurniawan, Ryan
Published in Potential analysis (15.04.2019)
Published in Potential analysis (15.04.2019)
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Journal Article
Random Bit Quadrature and Approximation of Distributions on Hilbert Spaces
Giles, Michael B., Hefter, Mario, Mayer, Lukas, Ritter, Klaus
Published in Foundations of computational mathematics (01.02.2019)
Published in Foundations of computational mathematics (01.02.2019)
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Journal Article
Adaptive Quantile Computation for Brownian Bridge in Change-Point Analysis
Franke, Jürgen, Hefter, Mario, Herzwurm, André, Ritter, Klaus, Schwaar, Stefanie
Year of Publication 31.12.2020
Year of Publication 31.12.2020
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Journal Article