Creutzig, Jakob; Dereich, Steffen; Müller-Gronbach, Thomas; Ritter, Klaus Infinite-dimensional quadrature and approximation of distributions. (English) Zbl 1177.65011 Found. Comput. Math. 9, No. 4, 391-429 (2009). Reviewer: Gong Guanglu (Beijing) MSC: 65C05 60G15 60H10 41A46 PDFBibTeX XMLCite \textit{J. Creutzig} et al., Found. Comput. Math. 9, No. 4, 391--429 (2009; Zbl 1177.65011) Full Text: DOI arXiv
Müller-Gronbach, Thomas The optimal uniform approximation of systems of stochastic differential equations. (English) Zbl 1019.65009 Ann. Appl. Probab. 12, No. 2, 664-690 (2002). Reviewer: Eckhard Platen (Broadway) MSC: 65C30 60H10 60H35 65L06 34F05 PDFBibTeX XMLCite \textit{T. Müller-Gronbach}, Ann. Appl. Probab. 12, No. 2, 664--690 (2002; Zbl 1019.65009) Full Text: DOI
Hofmann, Norbert; Müller-Gronbach, Thomas; Ritter, Klaus The optimal discretization of stochastic differential equations. (English) Zbl 0991.60047 J. Complexity 17, No. 1, 117-153 (2001). Reviewer: Eckhard Platen (Broadway) MSC: 60H10 65L06 PDFBibTeX XMLCite \textit{N. Hofmann} et al., J. Complexity 17, No. 1, 117--153 (2001; Zbl 0991.60047) Full Text: DOI
Hofmann, Norbert; Müller-Gronbach, Thomas; Ritter, Klaus Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. (English) Zbl 1054.65007 Ann. Appl. Probab. 10, No. 2, 616-633 (2000). MSC: 65C30 60H10 60H35 65L06 34F05 65L70 PDFBibTeX XMLCite \textit{N. Hofmann} et al., Ann. Appl. Probab. 10, No. 2, 616--633 (2000; Zbl 1054.65007) Full Text: DOI
Hofmann, Norbert; Müller-Gronbach, Thomas; Ritter, Klaus Optimal approximation of stochastic differential equations by adaptive step-size control. (English) Zbl 0948.65002 Math. Comput. 69, No. 231, 1017-1034 (2000). Reviewer: Eckhard Platen (Broadway) MSC: 65C30 65L06 65L50 60H10 PDFBibTeX XMLCite \textit{N. Hofmann} et al., Math. Comput. 69, No. 231, 1017--1034 (2000; Zbl 0948.65002) Full Text: DOI