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Group by: No Grouping | Item Type | Date | Language
Number of items: 9.

Hofmann, N. ; Müller-Gronbach, Thomas ; Ritter, Klaus (2002)
Linear vs. standard information for scalar stochastic differential equations.
In: Journal of complexity, 18
Article, Bibliographie

Hofmann, Norbert ; Müller-Gronbach, Thomas (2002)
On the global error of Ito-Taylor schemes for strong approximation of scalar stochastic differential equations.
Book, Bibliographie

Müller-Gronbach, Thomas (2002)
Strong approximation of systems of stochastic differential equations.
Habilitation, Bibliographie

Hofmann, Norbert ; Müller-Gronbach, Thomas ; Ritter, K. (2001)
The optimal discretization of stochastic differential equations.
In: Journal of complexity, 17
Article, Bibliographie

Ritter, Klaus ; Hofmann, N. ; Müller-Gronbach, Thomas (2000)
Optimal approximation of stochastic differential equations by adaptive step-size control.
In: Mathematics of computation, 69
Article, Bibliographie

Ritter, Klaus ; Hofmann, N. ; Müller-Gronbach, Thomas (2000)
Step-size control for the uniform approximation of systems of stochastic differential equations with additive noise.
In: Annals of applied probability, 10
Article, Bibliographie

Müller-Gronbach, Thomas (1996)
Hyperbolic cross designs for approximation of Random fields.
Book, Bibliographie

Lenk, Jürgen ; Müller-Gronbach, Thomas ; Rettig, S. (1996)
Lorenzkurve und Gini-Koeffizient zur statistischen Beschreibung von Konzentration.
Book, Bibliographie

Emmerich, Frank ; Müller-Gronbach, Thomas (1996)
A law of the iterated logarithm for discrete discrepancies and its applications to pseudorandom vector sequences.
Book, Bibliographie

This list was generated on Tue Jul 16 00:22:24 2024 CEST.