Constructive quantization: Approximation by empirical measures S Dereich, M Scheutzow, R Schottstedt Annales de l'IHP Probabilités et statistiques 49 (4), 1183-1203, 2013 | 218 | 2013 |
An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process S Dereich, A Neuenkirch, L Szpruch Proceedings of the royal society A: mathematical, physical and engineering …, 2012 | 178 | 2012 |
Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction S Dereich | 122 | 2011 |
Random networks with sublinear preferential attachment: degree evolutions S Dereich, P Mörters | 122 | 2009 |
A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations S Dereich, F Heidenreich Stochastic Processes and their Applications 121 (7), 1565-1587, 2011 | 104 | 2011 |
Infinite-dimensional quadrature and approximation of distributions J Creutzig, S Dereich, T Müller-Gronbach, K Ritter Foundations of Computational Mathematics 9, 391-429, 2009 | 100 | 2009 |
The Shannon information of filtrations and the additional logarithmic utility of insiders S Ankirchner, S Dereich, P Imkeller | 94 | 2006 |
On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces S Dereich, F Fehringer, A Matoussi, M Scheutzow Journal of Theoretical Probability 16 (1), 249-265, 2003 | 74 | 2003 |
Random networks with sublinear preferential attachment: the giant component S Dereich, P Mörters | 72 | 2013 |
Robust analysis of preferential attachment models with fitness S Dereich, M Ortgiese Combinatorics, Probability and Computing 23 (3), 386-411, 2014 | 53 | 2014 |
Typical distances in ultrasmall random networks S Dereich, C Mönch, P Mörters Advances in Applied Probability 44 (2), 583-601, 2012 | 50 | 2012 |
Universality of the asymptotics of the one-sided exit problem for integrated processes F Aurzada, S Dereich Annales de l'IHP Probabilités et statistiques 49 (1), 236-251, 2013 | 45 | 2013 |
Real self-similar processes started from the origin S Dereich, L Döring, AE Kyprianou | 42 | 2017 |
High resolution quantization and entropy coding for fractional Brownian motion S Dereich, M Scheutzow | 37 | 2006 |
High resolution coding of stochastic processes and small ball probabilities S Dereich | 37 | 2003 |
Nonextensive condensation in reinforced branching processes S Dereich, C Mailler, P Mörters | 34 | 2017 |
Convergence of stochastic gradient descent schemes for Lojasiewicz-landscapes S Dereich, S Kassing arXiv preprint arXiv:2102.09385, 2021 | 33 | 2021 |
General multilevel adaptations for stochastic approximation algorithms of Robbins–Monro and Polyak–Ruppert type S Dereich, T Müller-Gronbach Numerische Mathematik 142, 279-328, 2019 | 33 | 2019 |
Emergence of condensation in Kingman’s model of selection and mutation S Dereich, P Mörters Acta applicandae mathematicae 127, 17-26, 2013 | 31 | 2013 |
Enlargement of filtrations and continuous Girsanov-type embeddings S Ankirchner, S Dereich, P Imkeller Séminaire de probabilités XL, 389-410, 2007 | 29 | 2007 |