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Thomas M\"uller-Gronbach

Identifiers

  • name variant Thomas M\"uller-Gronbach 0.60 · backfill

Papers (8)

  1. Sharp lower error bounds for strong approximation of SDEs with a drift coefficient of H\"older or Sobolev regularity using a Weierstra{\ss} scale math.PR · 2025 · author #2
  2. On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient math.NA · 2025 · author #1
  3. A strong order $3/4$ method for SDEs with discontinuous drift coefficient math.PR · 2019 · author #1
  4. On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient math.NA · 2018 · author #1
  5. Lower Error Bounds for Strong Approximation of Scalar SDEs with non-Lipschitzian Coefficients math.NA · 2017 · author #3
  6. A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives math.PR · 2017 · author #1
  7. On hard quadrature problems for marginal distributions of SDEs with bounded smooth coefficients math.NA · 2016 · author #1
  8. On stochastic differential equations with arbitrary slow convergence rates for strong approximation math.NA · 2015 · author #2

Mentions

  • 2504.01630 #1 · arxiv_oai · confidence 0.70 Thomas M\"uller-Gronbach
  • 2504.20728 #2 · arxiv_oai · confidence 0.70 Thomas M\"uller-Gronbach
  • 1809.08423 #1 · arxiv_oai · confidence 0.70 Thomas M\"uller-Gronbach
  • 1710.08707 #3 · arxiv_oai · confidence 0.70 Thomas M\"uller-Gronbach
  • 1603.08686 #1 · arxiv_oai · confidence 0.70 Thomas M\"uller-Gronbach
  • 1506.02828 #2 · arxiv_oai · confidence 0.70 Thomas M\"uller-Gronbach

Frequent Coauthors