Mario Hefter

14 papers Journal 13Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
On upper and lower bounds for pathwise approximation of scalar SDEs with reflection.
J. Complex.
Mario Hefter, André Herzwurm, Klaus Ritter
2022 J jnl
Adaptive quantile computation for Brownian bridge in change-point analysis.
Comput. Stat. Data Anal.
Jürgen Franke, Mario Hefter, André Herzwurm, Klaus Ritter, Stefanie Schwaar
2022 J jnl
Countable tensor products of Hermite spaces and spaces of Gaussian kernels.
J. Complex.
Michael Gnewuch, Mario Hefter, Aicke Hinrichs, Klaus Ritter
2021 J jnl
Countable Tensor Products of Hermite Spaces and Spaces of Gaussian Kernels.
CoRR
Michael Gnewuch, Mario Hefter, Aicke Hinrichs, Klaus Ritter
2019 J jnl
Embeddings for infinite-dimensional integration and L2-approximation with increasing smoothness.
J. Complex.
Michael Gnewuch, Mario Hefter, Aicke Hinrichs, Klaus Ritter, Grzegorz W. Wasilkowski
2019 J jnl
On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes.
Finance Stochastics
Mario Hefter, Arnulf Jentzen
2019 J jnl
Random Bit Quadrature and Approximation of Distributions on Hilbert Spaces.
Found. Comput. Math.
Michael B. Giles, Mario Hefter, Lukas Mayer, Klaus Ritter
2019 J jnl
Random bit multilevel algorithms for stochastic differential equations.
J. Complex.
Michael B. Giles, Mario Hefter, Lukas Mayer, Klaus Ritter
2017 J jnl
Adaptive approximation of the minimum of Brownian motion.
J. Complex.
James M. Calvin, Mario Hefter, André Herzwurm
2017 J jnl
Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration.
J. Approx. Theory
Michael Gnewuch, Mario Hefter, Aicke Hinrichs, Klaus Ritter
2017 J jnl
Equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in L
J. Complex.
Michael Gnewuch, Mario Hefter, Aicke Hinrichs, Klaus Ritter, Grzegorz W. Wasilkowski
2016 J jnl
On equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in L
J. Complex.
Mario Hefter, Klaus Ritter, Grzegorz W. Wasilkowski
2015 J jnl
On embeddings of weighted tensor product Hilbert spaces.
J. Complex.
Mario Hefter, Klaus Ritter
2014 — conf
Mixed precision multilevel Monte Carlo on hybrid computing systems.
CIFEr
Christian Brugger, Christian de Schryver, Norbert Wehn, Steffen Omland, Mario Hefter, Klaus Ritter, Anton Kostiuk, Ralf Korn