| Monte Carlo-Algorithmen T Müller-Gronbach, E Novak, K Ritter Springer-Verlag, 2012 | 156 | 2012 |
| Deterministic multi-level algorithms for infinite-dimensional integration on RN B Niu, FJ Hickernell, T Müller-Gronbach, K Ritter Journal of Complexity 27 (3-4), 331-351, 2011 | 99 | 2011 |
| The optimal discretization of stochastic differential equations N Hofmann, T Müller-Gronbach, K Ritter journal of complexity 17 (1), 117-153, 2001 | 99 | 2001 |
| Infinite-dimensional quadrature and approximation of distributions J Creutzig, S Dereich, T Müller-Gronbach, K Ritter Foundations of Computational Mathematics 9, 391-429, 2009 | 98 | 2009 |
| Multi-level Monte Carlo algorithms for infinite-dimensional integration on RN FJ Hickernell, T Müller-Gronbach, B Niu, K Ritter Journal of Complexity 26 (3), 229-254, 2010 | 93 | 2010 |
| Optimal approximation of stochastic differential equations by adaptive step-size control N Hofmann, T Müller-Gronbach, K Ritter Mathematics of computation 69 (231), 1017-1034, 2000 | 76 | 2000 |
| The optimal uniform approximation of systems of stochastic differential equations T Müller-Gronbach The Annals of Applied Probability 12 (2), 664-690, 2002 | 75 | 2002 |
| Strong approximation of systems of stochastic differential equations T Müller-Gronbach Habilitationsanschrift, Technische Universität Darmstadt, 2002 | 64 | 2002 |
| Optimal pointwise approximation of SDEs based on Brownian motion at discrete points T Müller-Gronbach | 59 | 2004 |
| Optimal designs for approximating the path of a stochastic process T Müller-Gronbach Journal of statistical planning and inference 49 (3), 371-385, 1996 | 54 | 1996 |
| A local refinement strategy for constructive quantization of scalar SDEs T Müller-Gronbach, K Ritter Foundations of Computational Mathematics 13, 1005-1033, 2013 | 53 | 2013 |
| Derandomization of the Euler scheme for scalar stochastic differential equations T Müller-Gronbach, K Ritter, L Yaroslavtseva Journal of Complexity 28 (2), 139-153, 2012 | 52 | 2012 |
| On the performance of the Euler–Maruyama scheme for SDEs with discontinuous drift coefficient T Müller-Gronbach, L Yaroslavtseva | 49 | 2020 |
| On stochastic differential equations with arbitrary slow convergence rates for strong approximation A Jentzen, T Müller-Gronbach, L Yaroslavtseva arXiv preprint arXiv:1506.02828, 2015 | 44 | 2015 |
| An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise T Müller-Gronbach, K Ritter BIT Numerical Mathematics 47, 393-418, 2007 | 43 | 2007 |
| Variable subspace sampling and multi-level algorithms T Müller-Gronbach, K Ritter Monte Carlo and Quasi-Monte Carlo Methods 2008, 131-156, 2009 | 42 | 2009 |
| A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag N Hofmann, T Müller-Gronbach Journal of computational and applied mathematics 197 (1), 89-121, 2006 | 38 | 2006 |
| Minimal errors for strong and weak approximation of stochastic differential equations T Müller-Gronbach, K Ritter Monte Carlo and Quasi-Monte Carlo Methods 2006, 53-82, 2006 | 36 | 2006 |
| Optimal pointwise approximation of a linear stochastic heat equation with additive space-time white noise T Müller-Gronbach, K Ritter, T Wagner Monte Carlo and quasi-Monte Carlo methods 2006, 577-589, 2008 | 35 | 2008 |
| A strong order 3/4 method for SDEs with discontinuous drift coefficient T Müller-Gronbach, L Yaroslavtseva IMA Journal of Numerical Analysis 42 (1), 229-259, 2022 | 33 | 2022 |
Klaus RitterDepartment of Mathematics, TU KaiserslauternVerified email at mathematik.uni-kl.de
