Adaptive approximation of the minimum of Brownian motion. - James M. Calvin; Mario Hefter; André Herzwurm (J. Complex., 2017)

Adaptive quantile computation for Brownian bridge in change-point analysis. - Jürgen Franke 002; Mario Hefter; André Herzwurm; Klaus Ritter 001; Stefanie Schwaar (Comput. Stat. Data Anal., 2022)

On upper and lower bounds for pathwise approximation of scalar SDEs with reflection. - Mario Hefter; André Herzwurm; Klaus Ritter 001 (J. Complex., 2025)