Thomas Müller-Gronbach

31 papers Journal 22Unranked 5
YearRankTypeTitle / Venue / Authors
2025 J jnl
On optimal error rates for strong approximation of SDEs with a Hölder continuous drift coefficient.
CoRR
Simon Ellinger, Thomas Müller-Gronbach, Larisa Yaroslavtseva
2025 J jnl
On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient.
CoRR
Thomas Müller-Gronbach, Christopher Rauhögger, Larisa Yaroslavtseva
2024 J jnl
On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity.
CoRR
Simon Ellinger, Thomas Müller-Gronbach, Larisa Yaroslavtseva
2024 J jnl
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient.
CoRR
Thomas Müller-Gronbach, Larisa Yaroslavtseva
2024 J jnl
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient.
J. Complex.
Thomas Müller-Gronbach, Larisa Yaroslavtseva
2019 J jnl
General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type.
Numerische Mathematik
Steffen Dereich, Thomas Müller-Gronbach
2016 J jnl
Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô-Taylor Steps.
Found. Comput. Math.
Thomas Müller-Gronbach, Larisa Yaroslavtseva
2015 J jnl
On the complexity of computing quadrature formulas for marginal distributions of SDEs.
J. Complex.
Thomas Müller-Gronbach, Klaus Ritter, Larisa Yaroslavtseva
2015 J jnl
Quadrature for Self-affine Distributions on R
Found. Comput. Math.
Steffen Dereich, Thomas Müller-Gronbach
2013 J jnl
A Local Refinement Strategy for Constructive Quantization of Scalar SDEs.
Found. Comput. Math.
Thomas Müller-Gronbach, Klaus Ritter
2012 J jnl
Derandomization of the Euler scheme for scalar stochastic differential equations.
J. Complex.
Thomas Müller-Gronbach, Klaus Ritter, Larisa Yaroslavtseva
2012 — book
Monte Carlo-Algorithmen.
Thomas Müller-Gronbach, Erich Novak, Klaus Ritter
2011 J jnl
Deterministic multi-level algorithms for infinite-dimensional integration on R
J. Complex.
Ben Niu, Fred J. Hickernell, Thomas Müller-Gronbach, Klaus Ritter
2011 J jnl
Guest Editors' Preface.
J. Complex.
Thomas Müller-Gronbach, Leszek Plaskota, Wolfgang Ch. Schmid
2010 J jnl
Multi-level Monte Carlo algorithms for infinite-dimensional integration on R
J. Complex.
Fred J. Hickernell, Thomas Müller-Gronbach, Ben Niu, Klaus Ritter
2009 — conf
09391 Abstracts Collection - Algorithms and Complexity for Continuous Problems.
Algorithms and Complexity for Continuous Problems
Thomas Müller-Gronbach, Leszek Plaskota, Joseph F. Traub
2009 — ed.
Algorithms and Complexity for Continuous Problems, 20.09. - 25.09.2009
Algorithms and Complexity for Continuous Problems
Thomas Müller-Gronbach, Leszek Plaskota, Joseph F. Traub
2009 — conf
Evaluating Expectations of Functionals of Brownian Motions: a Multilevel Idea.
Algorithms and Complexity for Continuous Problems
Fred J. Hickernell, Thomas Müller-Gronbach, Ben Niu, Klaus Ritter
2009 J jnl
Infinite-Dimensional Quadrature and Approximation of Distributions.
Found. Comput. Math.
Jakob Creutzig, Steffen Dereich, Thomas Müller-Gronbach, Klaus Ritter
2007 J jnl
Free-knot spline approximation of stochastic processes.
J. Complex.
Jakob Creutzig, Thomas Müller-Gronbach, Klaus Ritter
2007 J jnl
Lower Bounds and Nonuniform Time Discretization for Approximation of Stochastic Heat Equations.
Found. Comput. Math.
Thomas Müller-Gronbach, Klaus Ritter
2006 J jnl
Special issue.
J. Complex.
Thomas Müller-Gronbach, Erich Novak, Knut Petras
2005 — ed.
Algorithms and Complexity for Continuous Problems, 26. September - 1. October 2004
Algorithms and Complexity for Continuous Problems
Thomas Müller-Gronbach, Erich Novak, Knut Petras, Joseph F. Traub
2004 — conf
04401 Abstracts Collection - Algorithms and Complexity for Continuous.
Algorithms and Complexity for Continuous Problems
Thomas Müller-Gronbach, Erich Novak, Knut Petras, Joseph F. Traub
2004 — conf
04401 Summary - Algorithms and Complexity for Continuous Problems.
Algorithms and Complexity for Continuous Problems
Thomas Müller-Gronbach, Erich Novak, Knut Petras, Joseph F. Traub
2004 — conf
Lower Bounds and Non-Uniform Time Discretization for Approximation of Stochastic Heat Equations.
Algorithms and Complexity for Continuous Problems
Klaus Ritter, Thomas Müller-Gronbach
2004 J jnl
On the global error of Itô-Taylor schemes for strong approximation of scalar stochastic differential equations.
J. Complex.
Norbert Hofmann, Thomas Müller-Gronbach
2002 J jnl
Linear vs Standard Information for Scalar Stochastic Differential Equations.
J. Complex.
Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter
2001 J jnl
The Optimal Discretization of Stochastic Differential Equations.
J. Complex.
Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter
2000 — book
Einführung in die deskriptive Statistik.
Jürgen Lehn, Thomas Müller-Gronbach, Stefan Rettig
2000 J jnl
Optimal approximation of stochastic differential equations by adaptive step-size control.
Math. Comput.
Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter