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Results: 11
Number of items: 11
  • Cox, S., Hutzenthaler, M., & Jentzen, A. (2024). Local Lipschitz Continuity in the Initial Value for Nonlinear Stochastic Differential Equations. (Memoirs of the American Mathematical Society; Vol. 296, No. 1481). American Mathematical Society. https://doi.org/10.1090/memo/1481
  • Open Access
    Cox, S., Jentzen, A., & Lindner, F. (2024). Weak convergence rates for temporal numerical approximations of the semilinear stochastic wave equation with multiplicative noise. Numerische Mathematik, 156(6), 2131-2177. https://doi.org/10.1007/s00211-024-01425-8
  • Open Access
    Cox, S., Cuchiero, C., & Khedher, A. (2024). Infinite-dimensional Wishart processes. Electronic Journal Of Probability, 29, Article 123. https://doi.org/10.1214/24-EJP1173
  • Open Access
    Cioica-Licht, P. A., Cox, S. G., & Veraar, M. C. (2023). Stochastic integration in quasi-Banach spaces. Studia Mathematica, 269, 1-64. https://doi.org/10.48550/arXiv.1804.08947, https://doi.org/10.4064/SM180424-31-10
  • Open Access
    Cox, S., Karbach, S., & Khedher, A. (2022). An infinite-dimensional affine stochastic volatility model. Mathematical Finance, 32(3), 878-906. https://doi.org/10.1111/mafi.12347
  • Open Access
    Cox, S., Karbach, S., & Khedher, A. (2022). Affine pure-jump processes on positive Hilbert–Schmidt operators. Stochastic Processes and their Applications, 151, 191-229. https://doi.org/10.1016/j.spa.2022.05.008
  • Open Access
    Boehm, U., Cox, S., Gantner, G., & Stevenson, R. (2022). Efficient numerical approximation of a non-regular Fokker–Planck equation associated with first-passage time distributions. Bit : numerical mathematics , 62(4), 1355–1382 . https://doi.org/10.1007/s10543-022-00914-2
  • Open Access
    Karbach, S. (2022). Stochastic covariance models in Hilbert spaces with jumps. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Cox, S., Hutzenthaler, M., Jentzen, A., van Neerven, J., & Welti, T. (2021). Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions. IMA Journal of Numerical Analysis, 2020(00), Article drz063. https://doi.org/10.1093/imanum/drz063
  • Open Access
    Boehm, U., Cox, S., Gantner, G., & Stevenson, R. (2021). Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries. Journal of Mathematical Psychology, 105, Article 102613. https://doi.org/10.1016/j.jmp.2021.102613
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