Mario Hefter

According to our database, Mario Hefter authored at least 12 papers between 2014 and 2022.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2022

Countable tensor products of Hermite spaces and spaces of Gaussian kernels.

Michael Gnewuch, Mario Hefter, Aicke Hinrichs, Klaus Ritter

J. Complex., 2022

Adaptive quantile computation for Brownian bridge in change-point analysis.

Jürgen Franke, Mario Hefter, André Herzwurm, Klaus Ritter, Stefanie Schwaar

Comput. Stat. Data Anal., 2022

2019

Embeddings for infinite-dimensional integration and L2-approximation with increasing smoothness.

Michael Gnewuch, Mario Hefter, Aicke Hinrichs, Klaus Ritter, Grzegorz W. Wasilkowski

J. Complex., 2019

Random bit multilevel algorithms for stochastic differential equations.

Michael B. Giles, Mario Hefter, Lukas Mayer, Klaus Ritter

J. Complex., 2019

On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes.

Mario Hefter, Arnulf Jentzen

Finance Stochastics, 2019

Random Bit Quadrature and Approximation of Distributions on Hilbert Spaces.

Michael B. Giles, Mario Hefter, Lukas Mayer, Klaus Ritter

Found. Comput. Math., 2019

2017

Equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in L_p.

Michael Gnewuch, Mario Hefter, Aicke Hinrichs, Klaus Ritter, Grzegorz W. Wasilkowski

J. Complex., 2017

Adaptive approximation of the minimum of Brownian motion.

James M. Calvin, Mario Hefter, André Herzwurm

J. Complex., 2017

Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration.

Michael Gnewuch, Mario Hefter, Aicke Hinrichs, Klaus Ritter

J. Approx. Theory, 2017

2016

On equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in L₁ or L_∞.

Mario Hefter, Klaus Ritter, Grzegorz W. Wasilkowski

J. Complex., 2016

2015

On embeddings of weighted tensor product Hilbert spaces.

Mario Hefter, Klaus Ritter

J. Complex., 2015

2014

Mixed precision multilevel Monte Carlo on hybrid computing systems.

Christian Brugger, Christian de Schryver, Norbert Wehn, Steffen Omland, Mario Hefter, Klaus Ritter, Anton Kostiuk, Ralf Korn

Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014