Convergence Rates of the Splitting Scheme for Parabolic Linear Stochastic Cauchy Problems. - Sonja G. Cox; Jan van Neerven (SIAM J. Numer. Anal., 2010)

Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise. - Sonja G. Cox; Erika Hausenblas (Int. J. Comput. Math., 2012)

Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise. - Sonja G. Cox; Jan van Neerven (Numerische Mathematik, 2013)

Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle-Matérn fields. - Sonja G. Cox; Kristin Kirchner (Numerische Mathematik, 2020)

Efficient numerical approximation of a non-regular Fokker-Planck equation associated with first-passage time distributions. - Udo Boehm; Sonja Cox; Gregor Gantner; Rob P. Stevenson (CoRR, 2021)

Weak error estimates of Galerkin approximations for the stochastic Burgers equation driven by additive trace-class noise. - Charles-Edouard Bréhier; Sonja Cox; Annie Millet (CoRR, 2024)

Weak convergence rates for temporal numerical approximations of the semilinear stochastic wave equation with multiplicative noise. - Sonja Cox; Arnulf Jentzen; Felix Lindner 002 (Numerische Mathematik, 2024)