Sonja Cox
Geciteerd door
Geciteerd door
Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations
S Cox, M Hutzenthaler, A Jentzen
arXiv preprint arXiv:1309.5595, 2013
Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise
S Cox, J van Neerven
Numerische Mathematik 125 (2), 259-345, 2013
Vector-valued decoupling and the Burkholder–Davis–Gundy inequality
S Cox, M Veraar
Illinois Journal of Mathematics 55 (1), 343-375, 2011
Convergence rates of the splitting scheme for parabolic linear stochastic Cauchy problems
S Cox, J Van Neerven
SIAM Journal on Numerical Analysis 48 (2), 428-451, 2010
Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions
S Cox, M Hutzenthaler, A Jentzen, J van Neerven, T Welti
IMA Journal of Numerical Analysis 41 (1), 493-548, 2021
Vector-valued stochastic delay equations—a semigroup approach
S Cox, M Górajski
Semigroup Forum 82 (3), 389-411, 2011
Some remarks on tangent martingale difference sequences in L1-spaces
S Cox, M Veraar
Electronic Communications in Probability, 12 (2007), p. 421-433, 2007
Stochastic Differential Equations in Banach Spaces: Decoupling, Delay Equations, and Approximations in Space and Time
SG Cox
PhD thesis, Delft University of Technology, 2012
Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise
S Cox, E Hausenblas
International Journal of Computer Mathematics 89 (18), 2460-2478, 2012
On decoupling in Banach spaces
S Cox, S Geiss
Journal of Theoretical Probability, 1-34, 2021
Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle–Matérn fields
SG Cox, K Kirchner
Numerische Mathematik 146 (4), 819-873, 2020
On the mild Itô formula in Banach spaces
S Cox, A Jentzen, R Kurniawan, P Pušnik
Discrete & Continuous Dynamical Systems-B 23 (6), 2217, 2018
Stochastic integration in quasi-Banach spaces
PA Cioica-Licht, SG Cox, MC Veraar
arXiv preprint arXiv:1804.08947, 2018
A perturbation result for semi-linear stochastic differential equations in UMD Banach spaces
SG Cox, E Hausenblas
Journal of Evolution Equations 13 (4), 795-827, 2013
Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise
S Cox, A Jentzen, F Lindner
arXiv preprint arXiv:1901.05535, 2019
Efficient numerical approximation of a non-regular Fokker--Planck equation associated with first-passage time distributions
U Boehm, S Cox, G Gantner, R Stevenson
arXiv preprint arXiv:2103.04839, 2021
Fast Solutions for the First-Passage Distribution of Diffusion Models with Space-Time-Dependent Drift Functions and Time-Dependent Boundaries
U Boehm, S Cox, G Gantner, R Stevenson
PsyArXiv, 2021
Affine pure-jump processes on positive Hilbert-Schmidt operators
S Cox, S Karbach, A Khedher
arXiv preprint arXiv:2012.10406, 2020
On the mild It\^ o formula in Banach spaces
S Cox, A Jentzen, R Kurniawan, P Pušnik
arXiv preprint arXiv:1612.03210, 2016
A perturbation result for quasi-linear stochastic differential equations in UMD Banach spaces
S Cox, E Hausenblas
arXiv preprint arXiv:1203.1606, 2012
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Artikelen 1–20