| 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 | 48 | 2018 |
| 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 | 42 | 2019 |
| 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 | 35 | 2019 |
| On embeddings of weighted tensor product Hilbert spaces M Hefter, K Ritter Journal of Complexity 31 (3), 405-423, 2015 | 31 | 2015 |
| Optimal Strong Approximation of the One-dimensional Squared {B} essel Process M Hefter, A Herzwurm arXiv preprint arXiv:1601.01455, 2016 | 27 | 2016 |
| 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 | 26 | 2014 |
| 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 | 23 | 2016 |
| 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 | 22 | 2017 |
| 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 | 18 | 2019 |
| 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 | 18 | 2016 |
| 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 | 16 | 2019 |
| Adaptive approximation of the minimum of Brownian motion JM Calvin, M Hefter, A Herzwurm Journal of Complexity 39, 17-37, 2017 | 13 | 2017 |
| 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 | 13 | 2015 |
| 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 | 12 | 2019 |
| Random bit multilevel algorithms for stochastic differential equations MB Giles, M Hefter, L Mayer, K Ritter Journal of complexity 54, 101395, 2019 | 12 | 2019 |
| 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 | 12 | 2017 |
| 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 | 5 | 2022 |
| 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 | 5 | 2022 |
| Counterexamples to regularities for the derivative processes associated to stochastic evolution equations M Hefter, A Jentzen, R Kurniawan arXiv preprint arXiv:1703.09198, 2017 | 3 | 2017 |
| 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 | 2 | 2020 |
Klaus RitterDepartment of Mathematics, TU KaiserslauternVerified email at mathematik.uni-kl.de
