Gunther Leobacher
Orcid: 0000-0002-7837-784X
According to our database1,
Gunther Leobacher
authored at least 24 papers
between 2002 and 2023.
Collaborative distances:
Collaborative distances:
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Online presence:
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on d-nb.info
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Bibliography
2023
Tractability of <i>L</i><sub>2</sub>-approximation and integration in weighted Hermite spaces of finite smoothness.
J. Complex., October, 2023
2022
Tractability of L<sub>2</sub>-approximation and integration in weighted Hermite spaces of finite smoothness.
CoRR, 2022
2020
Well-posedness and numerical schemes for McKean-Vlasov equations and interacting particle systems with discontinuous drift.
CoRR, 2020
2018
SIAM J. Numer. Anal., 2018
Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient.
Numerische Mathematik, 2018
2016
J. Comput. Appl. Math., 2016
2015
A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights.
J. Comput. Appl. Math., 2015
High-dimensional integration on R<sup>d</sup>, weighted Hermite spaces, and orthogonal transforms.
J. Complex., 2015
2014
Proceedings of the Uniform Distribution and Quasi-Monte Carlo Methods, 2014
2012
Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules.
Numer. Algorithms, 2012
Proceedings of the Winter Simulation Conference, 2012
2011
Monte Carlo Methods Appl., 2011
2008
On a class of optimization problems emerging when hedging with short term futures contracts.
Math. Methods Oper. Res., 2008
2007
The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets.
Numerische Mathematik, 2007
Constructions of general polynomial lattice rules based on the weighted star discrepancy.
Finite Fields Their Appl., 2007
2006
Monte Carlo Methods Appl., 2006
2005
SIAM J. Numer. Anal., 2005
2003
Bounds for the weighted <i>L</i><sup>p</sup> discrepancy and tractability of integration.
J. Complex., 2003
2002