Einführung in die deskriptive Statistik. - Jürgen Lehn; Thomas Müller-Gronbach; Stefan Rettig (Teubner, 2000)

Optimal approximation of stochastic differential equations by adaptive step-size control. - Norbert Hofmann; Thomas Müller-Gronbach; Klaus Ritter 001 (Math. Comput., 2000)

The Optimal Discretization of Stochastic Differential Equations. - Norbert Hofmann; Thomas Müller-Gronbach; Klaus Ritter 001 (J. Complex., 2001)

Linear vs Standard Information for Scalar Stochastic Differential Equations. - Norbert Hofmann; Thomas Müller-Gronbach; Klaus Ritter 001 (J. Complex., 2002)

04401 Summary - Algorithms and Complexity for Continuous Problems. - Thomas Müller-Gronbach; Erich Novak; Knut Petras; Joseph F. Traub (Algorithms and Complexity for Continuous Problems, 2004)

04401 Abstracts Collection - Algorithms and Complexity for Continuous. - Thomas Müller-Gronbach; Erich Novak; Knut Petras; Joseph F. Traub (Algorithms and Complexity for Continuous Problems, 2004)

Lower Bounds and Non-Uniform Time Discretization for Approximation of Stochastic Heat Equations. - Klaus Ritter 001; Thomas Müller-Gronbach (Algorithms and Complexity for Continuous Problems, 2004)

On the global error of Itô-Taylor schemes for strong approximation of scalar stochastic differential equations. - Norbert Hofmann; Thomas Müller-Gronbach (J. Complex., 2004)

Special issue. - Thomas Müller-Gronbach; Erich Novak; Knut Petras (J. Complex., 2006)

Lower Bounds and Nonuniform Time Discretization for Approximation of Stochastic Heat Equations. - Thomas Müller-Gronbach; Klaus Ritter 001 (Found. Comput. Math., 2007)

Free-knot spline approximation of stochastic processes. - Jakob Creutzig; Thomas Müller-Gronbach; Klaus Ritter 001 (J. Complex., 2007)

Evaluating Expectations of Functionals of Brownian Motions: a Multilevel Idea. - Fred J. Hickernell; Thomas Müller-Gronbach; Ben Niu 009; Klaus Ritter 001 (Algorithms and Complexity for Continuous Problems, 2009)

09391 Abstracts Collection - Algorithms and Complexity for Continuous Problems. - Thomas Müller-Gronbach; Leszek Plaskota; Joseph F. Traub (Algorithms and Complexity for Continuous Problems, 2009)

Infinite-Dimensional Quadrature and Approximation of Distributions. - Jakob Creutzig; Steffen Dereich; Thomas Müller-Gronbach; Klaus Ritter 001 (Found. Comput. Math., 2009)

Multi-level Monte Carlo algorithms for infinite-dimensional integration on RN. - Fred J. Hickernell; Thomas Müller-Gronbach; Ben Niu 009; Klaus Ritter 001 (J. Complex., 2010)

Guest Editors' Preface. - Thomas Müller-Gronbach; Leszek Plaskota; Wolfgang Ch. Schmid (J. Complex., 2011)

Deterministic multi-level algorithms for infinite-dimensional integration on RN. - Ben Niu 009; Fred J. Hickernell; Thomas Müller-Gronbach; Klaus Ritter 001 (J. Complex., 2011)

Monte Carlo-Algorithmen. - Thomas Müller-Gronbach; Erich Novak; Klaus Ritter 001 (Springer, 2012)

Derandomization of the Euler scheme for scalar stochastic differential equations. - Thomas Müller-Gronbach; Klaus Ritter 001; Larisa Yaroslavtseva (J. Complex., 2012)

A Local Refinement Strategy for Constructive Quantization of Scalar SDEs. - Thomas Müller-Gronbach; Klaus Ritter 001 (Found. Comput. Math., 2013)

Quadrature for Self-affine Distributions on Rd. - Steffen Dereich; Thomas Müller-Gronbach (Found. Comput. Math., 2015)

On the complexity of computing quadrature formulas for marginal distributions of SDEs. - Thomas Müller-Gronbach; Klaus Ritter 001; Larisa Yaroslavtseva (J. Complex., 2015)

Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô-Taylor Steps. - Thomas Müller-Gronbach; Larisa Yaroslavtseva (Found. Comput. Math., 2016)

General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type. - Steffen Dereich; Thomas Müller-Gronbach (Numerische Mathematik, 2019)

On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity. - Simon Ellinger; Thomas Müller-Gronbach; Larisa Yaroslavtseva (CoRR, 2024)

On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient. - Thomas Müller-Gronbach; Larisa Yaroslavtseva (J. Complex., 2024)

On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient. - Thomas Müller-Gronbach; Christopher Rauhögger; Larisa Yaroslavtseva (CoRR, 2025)

On optimal error rates for strong approximation of SDEs with a Hölder continuous drift coefficient. - Simon Ellinger; Thomas Müller-Gronbach; Larisa Yaroslavtseva (CoRR, 2025)