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Mario Hefter
Mario Hefter
Verified email at mathematik.uni-kl.de - Homepage
Title
Cited by
Cited by
Year
Strong convergence rates for Cox–Ingersoll–Ross processes—full parameter range
M Hefter, A Herzwurm
Journal of Mathematical Analysis and Applications 459 (2), 1079-1101, 2018
392018
On arbitrarily slow convergence rates for strong numerical approximations of Cox–Ingersoll–Ross processes and squared Bessel processes
M Hefter, A Jentzen
Finance and Stochastics 23 (1), 139-172, 2019
352019
Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients
M Hefter, A Herzwurm, T Müller-Gronbach
The Annals of Applied Probability 29 (1), 178-216, 2019
312019
On embeddings of weighted tensor product Hilbert spaces
M Hefter, K Ritter
Journal of Complexity 31 (3), 405-423, 2015
302015
Mixed precision multilevel Monte Carlo on hybrid computing systems
C Brugger, C de Schryver, N Wehn, S Omland, M Hefter, K Ritter, ...
2014 IEEE Conference on Computational Intelligence for Financial Engineering …, 2014
252014
Optimal Strong Approximation of the One-dimensional Squared {B} essel Process
M Hefter, A Herzwurm
arXiv preprint arXiv:1601.01455, 2016
242016
On equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in L1 or L∞
M Hefter, K Ritter, GW Wasilkowski
Journal of Complexity 32 (1), 1-19, 2016
212016
Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
M Gnewuch, M Hefter, A Hinrichs, K Ritter
Journal of Approximation Theory 222, 8-39, 2017
202017
Weak convergence rates for numerical approximations of stochastic partial differential equations with nonlinear diffusion coefficients in UMD Banach spaces
M Hefter, A Jentzen, R Kurniawan
arXiv preprint arXiv:1612.03209, 2016
172016
Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces
A Andersson, M Hefter, A Jentzen, R Kurniawan
Potential Analysis 50, 347-379, 2019
162019
Random bit quadrature and approximation of distributions on Hilbert spaces
MB Giles, M Hefter, L Mayer, K Ritter
Foundations of computational mathematics 19, 205-238, 2019
162019
Adaptive approximation of the minimum of Brownian motion
JM Calvin, M Hefter, A Herzwurm
Journal of Complexity 39, 17-37, 2017
132017
Exploiting mixed-precision arithmetics in a multilevel Monte Carlo approach on FPGAs
S Omland, M Hefter, K Ritter, C Brugger, C De Schryver, N Wehn, ...
FPGA based accelerators for financial applications, 191-220, 2015
122015
Random bit multilevel algorithms for stochastic differential equations
MB Giles, M Hefter, L Mayer, K Ritter
Journal of complexity 54, 101395, 2019
112019
Equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in Lp
M Gnewuch, M Hefter, A Hinrichs, K Ritter, GW Wasilkowski
Journal of Complexity 40, 78-99, 2017
112017
Embeddings for infinite-dimensional integration and L2-approximation with increasing smoothness
M Gnewuch, M Hefter, A Hinrichs, K Ritter, GW Wasilkowski
Journal of Complexity 54, 101406, 2019
102019
Adaptive quantile computation for Brownian bridge in change-point analysis
J Franke, M Hefter, A Herzwurm, K Ritter, S Schwaar
Computational Statistics & Data Analysis 167, 107375, 2022
52022
Countable tensor products of Hermite spaces and spaces of Gaussian kernels
M Gnewuch, M Hefter, A Hinrichs, K Ritter
Journal of Complexity 71, 101654, 2022
42022
Counterexamples to regularities for the derivative processes associated to stochastic evolution equations
M Hefter, A Jentzen, R Kurniawan
arXiv preprint arXiv:1703.09198, 2017
32017
An adaptive random bit multilevel algorithm for SDEs
MB Giles, M Hefter, L Mayer, K Ritter
Multivariate algorithms and information-based complexity 27, 15, 2020
22020
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