Thomas Müller-Gronbach

Affiliations:
  • University of Passau, Germany


According to our database1, Thomas Müller-Gronbach authored at least 25 papers between 2000 and 2024.

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Bibliography

2024
On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity.
CoRR, 2024

2019
General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type.
Numerische Mathematik, 2019

2016
Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô-Taylor Steps.
Found. Comput. Math., 2016

2015
On the complexity of computing quadrature formulas for marginal distributions of SDEs.
J. Complex., 2015

Quadrature for Self-affine Distributions on R<sup>d</sup>.
Found. Comput. Math., 2015

2013
A Local Refinement Strategy for Constructive Quantization of Scalar SDEs.
Found. Comput. Math., 2013

2012
Derandomization of the Euler scheme for scalar stochastic differential equations.
J. Complex., 2012

Monte Carlo-Algorithmen.
Springer-Lehrbuch, Springer, ISBN: 978-3-540-89140-6, 2012

2011
Deterministic multi-level algorithms for infinite-dimensional integration on R<sup>N</sup>.
J. Complex., 2011

Guest Editors' Preface.
J. Complex., 2011

2010
Multi-level Monte Carlo algorithms for infinite-dimensional integration on R<sup>N</sup>.
J. Complex., 2010

2009
Infinite-Dimensional Quadrature and Approximation of Distributions.
Found. Comput. Math., 2009

09391 Abstracts Collection - Algorithms and Complexity for Continuous Problems.
Proceedings of the Algorithms and Complexity for Continuous Problems, 20.09. - 25.09.2009, 2009

Evaluating Expectations of Functionals of Brownian Motions: a Multilevel Idea.
Proceedings of the Algorithms and Complexity for Continuous Problems, 20.09. - 25.09.2009, 2009

2007
Free-knot spline approximation of stochastic processes.
J. Complex., 2007

Lower Bounds and Nonuniform Time Discretization for Approximation of Stochastic Heat Equations.
Found. Comput. Math., 2007

2006
Special issue.
J. Complex., 2006

2004
On the global error of Itô-Taylor schemes for strong approximation of scalar stochastic differential equations.
J. Complex., 2004

Lower Bounds and Non-Uniform Time Discretization for Approximation of Stochastic Heat Equations.
Proceedings of the Algorithms and Complexity for Continuous Problems, 26. September, 2004

04401 Abstracts Collection - Algorithms and Complexity for Continuous.
Proceedings of the Algorithms and Complexity for Continuous Problems, 26. September, 2004

04401 Summary - Algorithms and Complexity for Continuous Problems.
Proceedings of the Algorithms and Complexity for Continuous Problems, 26. September, 2004

2002
Linear vs Standard Information for Scalar Stochastic Differential Equations.
J. Complex., 2002

2001
The Optimal Discretization of Stochastic Differential Equations.
J. Complex., 2001

2000
Optimal approximation of stochastic differential equations by adaptive step-size control.
Math. Comput., 2000

Einführung in die deskriptive Statistik.
Teubner Studienbücher Mathematik, Teubner, ISBN: 978-3-519-02392-0, 2000


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