| |
| 2004 | ||
|---|---|---|
| 6 | EE | Norbert Hofmann: Upper Error Bounds for Approximations of Stochastic Differential Equations with Markovian Switching. Algorithms and Complexity for Continuous Problems 2004 |
| 5 | EE | Norbert Hofmann, Thomas Müller-Gronbach: On the global error of Itô-Taylor schemes for strong approximation of scalar stochastic differential equations. J. Complexity 20(5): 732-752 (2004) |
| 2002 | ||
| 4 | EE | Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter: Linear vs Standard Information for Scalar Stochastic Differential Equations. J. Complexity 18(2): 394-414 (2002) |
| 2001 | ||
| 3 | EE | Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter: The Optimal Discretization of Stochastic Differential Equations. J. Complexity 17(1): 117-153 (2001) |
| 2000 | ||
| 2 | Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter: Optimal approximation of stochastic differential equations by adaptive step-size control. Math. Comput. 69(231): 1017-1034 (2000) | |
| 1997 | ||
| 1 | Norbert Hofmann, Peter Mathé: On quasi-Monte Carlo simulation of stochastic differential equations. Math. Comput. 66(218): 573-589 (1997) | |
| 1 | Peter Mathé | [1] |
| 2 | Thomas Müller-Gronbach | [2] [3] [4] [5] |
| 3 | Klaus Ritter | [2] [3] [4] |