Mario Hefter
Mario Hefter
Verified email at mathematik.uni-kl.de - Homepage
Title
Cited by
Cited by
Year
On embeddings of weighted tensor product Hilbert spaces
M Hefter, K Ritter
Journal of Complexity 31 (3), 405-423, 2015
272015
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
232014
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
222019
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
202018
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
192016
Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients
M Hefter, A Herzwurm, T Müller-Gronbach
Annals of Applied Probability 29 (1), 178-216, 2019
172019
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
162016
Optimal Strong Approximation of the One-dimensional Squared {B} essel Process
M Hefter, A Herzwurm
arXiv preprint arXiv:1601.01455, 2016
162016
Random bit quadrature and approximation of distributions on Hilbert spaces
MB Giles, M Hefter, L Mayer, K Ritter
Foundations of Computational Mathematics 19 (1), 205-238, 2019
132019
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
122017
Adaptive approximation of the minimum of Brownian motion
JM Calvin, M Hefter, A Herzwurm
Journal of Complexity 39, 17-37, 2017
112017
Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces
A Andersson, M Hefter, A Jentzen, R Kurniawan
Potential Analysis 50 (3), 347-379, 2019
102019
Random bit multilevel algorithms for stochastic differential equations
MB Giles, M Hefter, L Mayer, K Ritter
Journal of complexity 54, 101395, 2019
92019
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
92017
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
92015
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
52019
Counterexamples to regularities for the derivative processes associated to stochastic evolution equations
M Hefter, A Jentzen, R Kurniawan
arXiv preprint arXiv:1703.09198, 2017
22017
2 An adaptive random bit multilevel algorithm for SDEs
MB Giles, M Hefter, L Mayer, K Ritter
Multivariate Algorithms and Information-Based Complexity, F. Hickernell, and …, 2020
12020
Embeddings and Algorithms for Infinite-dimensional Integration
M Hefter
Verlag Dr. Hut, 2015
12015
Adaptive Quantile Computation for Brownian Bridge in Change-Point Analysis
J Franke, M Hefter, A Herzwurm, K Ritter, S Schwaar
arXiv preprint arXiv:2101.00064, 2020
2020
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