Articles with public access mandates - Mario HefterLearn more
Available somewhere: 10
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
Mandates: Swiss National Science Foundation
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
Mandates: Austrian Science Fund
On embeddings of weighted tensor product Hilbert spaces
M Hefter, K Ritter
Journal of Complexity 31 (3), 405-423, 2015
Mandates: German Research Foundation
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
Mandates: Swiss National Science Foundation
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
Mandates: German Research Foundation
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
Mandates: Austrian Science Fund
Random bit multilevel algorithms for stochastic differential equations
MB Giles, M Hefter, L Mayer, K Ritter
Journal of complexity 54, 101395, 2019
Mandates: German Research Foundation, UK Engineering and Physical Sciences Research …
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
Mandates: Austrian Science Fund
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
Mandates: German Research Foundation
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
Mandates: German Research Foundation
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