Publications, Preprints, and Talks
Recents preprints and publications
- Approximation of SPDEs
- T. Müller-Gronbach, K. Ritter, Lower bounds and non-uniform time discretization for approximation of stochastic heat equations, Found. Comput. Math. 7, 135-181, 2007. Preprint
- T. Müller-Gronbach, K. Ritter, An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise, BIT 47, 339-418, 2007. Preprint
- T. Müller-Gronbach, K. Ritter, T. Wagner, Optimal pointwise approximation of a linear stochastic heat equation with additive space-time white noise, in: Monte Carlo and Quasi-Monte Carlo Methods 2006 (A. Keller, S. Heinrich, H. Niederreiter, eds.), pp. 577-589, Springer-Verlag, Berlin, 2007. Preprint
- T. Müller-Gronbach, K. Ritter, T. Wagner, Optimal pointwise approximation of infinite-dimensional Ornstein-Uhlenbeck processes Preprint Stoch. Dyn. 8, 519-541, 2008.
- Nonlinear approximation of stochastic processes
- Weak approximation of SDEs (parabolic initial value problems)
- Survey on the complexity of strong and weak approximation
- T. Müller-Gronbach, K. Ritter, Minimal errors for strong and weak approximation of stochastic differential equations, in: Monte Carlo and Quasi-Monte Carlo Methods 2006 (A. Keller, S. Heinrich, H. Niederreiter, eds.), pp. 53-82, Springer-Verlag, Berlin, 2007. Preprint
- Applied statistics and optimization
Two recent talks
A complete list of publications.