Thomas Müller-Gronbach
Affiliations:- University of Passau, Germany
According to our database1,
Thomas Müller-Gronbach
authored at least 26 papers
between 2000 and 2024.
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Bibliography
2024
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient.
J. Complex., 2024
On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity.
CoRR, 2024
2019
General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type.
Numerische Mathematik, 2019
2016
Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô-Taylor Steps.
Found. Comput. Math., 2016
2015
On the complexity of computing quadrature formulas for marginal distributions of SDEs.
J. Complex., 2015
Found. Comput. Math., 2015
2013
Found. Comput. Math., 2013
2012
J. Complex., 2012
2011
Deterministic multi-level algorithms for infinite-dimensional integration on R<sup>N</sup>.
J. Complex., 2011
2010
Multi-level Monte Carlo algorithms for infinite-dimensional integration on R<sup>N</sup>.
J. Complex., 2010
2009
Found. Comput. Math., 2009
Proceedings of the Algorithms and Complexity for Continuous Problems, 20.09. - 25.09.2009, 2009
Proceedings of the Algorithms and Complexity for Continuous Problems, 20.09. - 25.09.2009, 2009
2007
Lower Bounds and Nonuniform Time Discretization for Approximation of Stochastic Heat Equations.
Found. Comput. Math., 2007
2006
2004
On the global error of Itô-Taylor schemes for strong approximation of scalar stochastic differential equations.
J. Complex., 2004
Lower Bounds and Non-Uniform Time Discretization for Approximation of Stochastic Heat Equations.
Proceedings of the Algorithms and Complexity for Continuous Problems, 26. September, 2004
Proceedings of the Algorithms and Complexity for Continuous Problems, 26. September, 2004
Proceedings of the Algorithms and Complexity for Continuous Problems, 26. September, 2004
2002
J. Complex., 2002
2001
2000
Optimal approximation of stochastic differential equations by adaptive step-size control.
Math. Comput., 2000
Einführung in die deskriptive Statistik.
Teubner Studienbücher Mathematik, Teubner, ISBN: 978-3-519-02392-0, 2000