Mario Hefter

Publication Activity (10 Years)

Years Active: 2014-2022
Publications (10 Years): 12

Top Topics

Infinite Dimensional

Brownian Motion

Convergence Rate

Top Venues

Finance Stochastics

J. Approx. Theory

Publications

Jürgen Franke, Mario Hefter, André Herzwurm, Klaus Ritter, Stefanie Schwaar
Adaptive quantile computation for Brownian bridge in change-point analysis. Comput. Stat. Data Anal. 167 (2022)
Michael Gnewuch, Mario Hefter, Aicke Hinrichs, Klaus Ritter
Countable tensor products of Hermite spaces and spaces of Gaussian kernels. J. Complex. 71 (2022)
Michael Gnewuch, Mario Hefter, Aicke Hinrichs, Klaus Ritter
Countable Tensor Products of Hermite Spaces and Spaces of Gaussian Kernels. CoRR (2021)
Michael B. Giles, Mario Hefter, Lukas Mayer, Klaus Ritter
Random bit multilevel algorithms for stochastic differential equations. J. Complex. 54 (2019)
Michael Gnewuch, Mario Hefter, Aicke Hinrichs, Klaus Ritter, Grzegorz W. Wasilkowski
Embeddings for infinite-dimensional integration and L2-approximation with increasing smoothness. J. Complex. 54 (2019)
Michael B. Giles, Mario Hefter, Lukas Mayer, Klaus Ritter
Random Bit Quadrature and Approximation of Distributions on Hilbert Spaces. Found. Comput. Math. 19 (1) (2019)
Mario Hefter, Arnulf Jentzen
On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes. Finance Stochastics 23 (1) (2019)
Michael Gnewuch, Mario Hefter, Aicke Hinrichs, Klaus Ritter
Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration. J. Approx. Theory 222 (2017)
James M. Calvin, Mario Hefter, André Herzwurm
Adaptive approximation of the minimum of Brownian motion. J. Complex. 39 (2017)
Michael Gnewuch, Mario Hefter, Aicke Hinrichs, Klaus Ritter, Grzegorz W. Wasilkowski
. J. Complex. 40 (2017)
Mario Hefter, Klaus Ritter, Grzegorz W. Wasilkowski
. J. Complex. 32 (1) (2016)
Mario Hefter, Klaus Ritter
On embeddings of weighted tensor product Hilbert spaces. J. Complex. 31 (3) (2015)
Christian Brugger, Christian de Schryver, Norbert Wehn, Steffen Omland, Mario Hefter, Klaus Ritter, Anton Kostiuk, Ralf Korn
Mixed precision multilevel Monte Carlo on hybrid computing systems. CIFEr (2014)