Thomas Müller-Gronbach

Publication Activity (10 Years)

Years Active: 2000-2024
Publications (10 Years): 5

Top Topics

Marginal Distributions

Dependence Structure

Wavelet Synopses

Top Venues

Found. Comput. Math.

Numerische Mathematik

Publications

Thomas Müller-Gronbach, Larisa Yaroslavtseva
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient. J. Complex. 85 (2024)
Simon Ellinger, Thomas Müller-Gronbach, Larisa Yaroslavtseva
On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity. CoRR (2024)
Thomas Müller-Gronbach, Larisa Yaroslavtseva
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient. CoRR (2024)
Steffen Dereich, Thomas Müller-Gronbach
General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type. Numerische Mathematik 142 (2) (2019)
Thomas Müller-Gronbach, Larisa Yaroslavtseva
Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô-Taylor Steps. Found. Comput. Math. 16 (5) (2016)
Steffen Dereich, Thomas Müller-Gronbach
. Found. Comput. Math. 15 (6) (2015)
Thomas Müller-Gronbach, Klaus Ritter, Larisa Yaroslavtseva
On the complexity of computing quadrature formulas for marginal distributions of SDEs. J. Complex. 31 (1) (2015)
Thomas Müller-Gronbach, Klaus Ritter
A Local Refinement Strategy for Constructive Quantization of Scalar SDEs. Found. Comput. Math. 13 (6) (2013)
Thomas Müller-Gronbach, Klaus Ritter, Larisa Yaroslavtseva
Derandomization of the Euler scheme for scalar stochastic differential equations. J. Complex. 28 (2) (2012)
Ben Niu, Fred J. Hickernell, Thomas Müller-Gronbach, Klaus Ritter
. J. Complex. 27 (3-4) (2011)
Thomas Müller-Gronbach, Leszek Plaskota, Wolfgang Ch. Schmid
Guest Editors' Preface. J. Complex. 27 (3-4) (2011)
Fred J. Hickernell, Thomas Müller-Gronbach, Ben Niu, Klaus Ritter
. J. Complex. 26 (3) (2010)
Fred J. Hickernell, Thomas Müller-Gronbach, Ben Niu, Klaus Ritter
Evaluating Expectations of Functionals of Brownian Motions: a Multilevel Idea. Algorithms and Complexity for Continuous Problems (2009)
Thomas Müller-Gronbach, Leszek Plaskota, Joseph F. Traub
09391 Abstracts Collection - Algorithms and Complexity for Continuous Problems. Algorithms and Complexity for Continuous Problems (2009)
Jakob Creutzig, Steffen Dereich, Thomas Müller-Gronbach, Klaus Ritter
Infinite-Dimensional Quadrature and Approximation of Distributions. Found. Comput. Math. 9 (4) (2009)
Jakob Creutzig, Thomas Müller-Gronbach, Klaus Ritter
Free-knot spline approximation of stochastic processes. J. Complex. 23 (4-6) (2007)
Thomas Müller-Gronbach, Klaus Ritter
Lower Bounds and Nonuniform Time Discretization for Approximation of Stochastic Heat Equations. Found. Comput. Math. 7 (2) (2007)
Thomas Müller-Gronbach, Erich Novak, Knut Petras
Special issue. J. Complex. 22 (1) (2006)
Thomas Müller-Gronbach, Erich Novak, Knut Petras, Joseph F. Traub
04401 Abstracts Collection - Algorithms and Complexity for Continuous. Algorithms and Complexity for Continuous Problems (2004)
Norbert Hofmann, Thomas Müller-Gronbach
On the global error of Itô-Taylor schemes for strong approximation of scalar stochastic differential equations. J. Complex. 20 (5) (2004)
Klaus Ritter, Thomas Müller-Gronbach
Lower Bounds and Non-Uniform Time Discretization for Approximation of Stochastic Heat Equations. Algorithms and Complexity for Continuous Problems (2004)
Thomas Müller-Gronbach, Erich Novak, Knut Petras, Joseph F. Traub
04401 Summary - Algorithms and Complexity for Continuous Problems. Algorithms and Complexity for Continuous Problems (2004)
Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter
Linear vs Standard Information for Scalar Stochastic Differential Equations. J. Complex. 18 (2) (2002)
Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter
The Optimal Discretization of Stochastic Differential Equations. J. Complex. 17 (1) (2001)
Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter
Optimal approximation of stochastic differential equations by adaptive step-size control. Math. Comput. 69 (231) (2000)